Provided John Lundstram recovers from the ankle injury which kept him out of Sunday's 2-0 defeat at Manchester City, the Blades will have two Merseysiders in their team to take on the champions elect.
It will be a special occasion for O'Connell, but he is determined not to let it get out of hand.
“I've not played there before, for school or anything,” he said.
“All my friends and family will be there, it's going to be unbelievable.
“It's always been a dream to walk out there with You'll Never Walk Alone playing etc.
“I watched them every week on Match of the Day and I went to the Champions League final (in June), I just hope Sheffield United can take their unbeaten run (undefeated at Anfield since April 2017 in the Premier League) away.
“Once I'm in game mode I won’t be a Liverpool fan walking down that tunnel.
“I'm a Sheffield United man, I won’t be touching any signs (a reference to the famous “This is Anfield” sign in the tunnel), I'll be trying to get three points for Sheffield United.”
O'Connell's love for Liverpool means he is acutely aware of how difficult it will be to take three points in the Blades' first game of 2020.
“It will be tough but we have to believe we can do it,” he said.
“It doesn’t get much tougher than their front three but there's no better way to test ourselves. We want to stay at this level so we've got to face that.
“I couldn’t enjoy the Champions League final because I ended up analysing both teams.
“They're Champions League winners for a reason. They've been unbeaten for so long, and in the game at home we thought we'd done a good job but it will be different at Anfield.
“They're unbelievably quick at the top of the pitch and Virgil van Dijk can kill you with one pass.”