In search of consistent playing time, O'Brien, made the unconventional decision to move to America to join the Dallas Burn. O'Brien made an immediate impact, scoring on his debut for the club in a US Open Cup match. He finished the 2002 season with two goals and two assists in 11 games but had proven himself one of the more dynamic players on the team. O'Brien entered the 2003 season with great expectations, but these were cut short early in the season. In the Burn's third game of the season, a tackle from D.C. United's Dema Kovalenko broke O'Brien's tibia, effectively ending his season. O'Brien returned to the team in 2004 and was one of the team's offensive leaders – he started 29 games, registering two goals and 10 assists, was named to the MLS Best XI, and helped revitalise a Burn team that had recorded one of the league's worst records ever in the previous season.