Parishioners filled St. John Vianney Catholic Church to honor the murdered priest.
A public viewing was also held Thursday morning at the Cathedral of Our Lady of the Angels in Downtown Los Angeles.
The services will continue with a vigil mass at the cathedral at 7 p.m. Thursday night. Then, there will be a funeral mass for O'Connell at the same cathedral at 11 a.m. on Friday.
O'Connell was murdered last month after being found in his home in Hacienda Heights with multiple gunshot wounds.
The suspect, 61-year-old Carlos Medina, has been charged with murder with a special allegation that he used a firearm in commission of the murder.
Medina is the husband of O'Connell's housekeeper.
The Los Angeles District Attorney's Office has said that Medina was acting irrationally in the days before the murder and that an exact motive for the act remains unclear.