The 26-year-old said the traumatic experience saw him lose faith in the world and affected his on-field performance last year.
"Christmas Day 2011, I watched someone get murdered," O'Brien revealed on SEN radio on Monday.
"One day I'll be able to share more."
While not wanting to blame the experience for his below par form, O'Brien said he found it difficult to focus.
"Just coming back to Australia after Christmas, and seeing the contrast in life, and people complaining about the pettiest things, I just lost so much faith in the world really," he said.
But he said he is now the fittest he's ever been and once again "loving" football.
"It was a real grind last year, but I've got through that, I've learnt what I've needed to from that experience," O'Brien said.
"We all face tragedies, we all have demons in our life, and we have to face them at some stage, but unfortunately most people don't."
O'Brien had 24 disposals and took eight marks in Collingwood's 16-point win over North Melbourne.
Matt Thompson is a reporter for AFL Media. Follow him on Twitter @MattThompsonAFL
