O'Brien grew up in Playa del Rey, California and attended Brentwood School. After being brought to attention of youth director Co Adriaanse, he had his first trial with Ajax at the age of 14 and signed an amateur contract with the Dutch giants in 1994 as a 17-year-old. After two years on their youth teams, Ajax offered O'Brien a professional contract in 1998. He spent the 1998–99 season on loan to FC Utrecht and made his Ajax debut in 1999. He became a regular for the team, usually playing at left back, winning the Eredivisie in 2002 and 2004.