"It's a great process, it's wonderful. But it's not like a legislative body, where you help me and then I'll help you. It doesn't work that way, thank goodness," she said.
Arguing law with colleagues was one thing, but political controversy was another.
During the State of the Union address this year, President Obama – in an unusual move -- criticized the high court's ruling on campaign finance.
Chief Justice John Roberts called it "very troubling."
O'Connor said she found it "not enjoyable" to attend the State of the Union addresses, because justices had to remain expressionless even while others around them were reacting to the president's remarks.
"It's a strange situation. And given an option, I'd prefer not to be there, myself."
Prior to her 1981 appointment to the court, O'Connor was a lawyer and an Arizona state legislator.
O'Connor was asked whether she would have voted for the controversial new Arizona immigration law if she were in the state legislature.
O'Connor declined to answer the question, but said the focus should be on what Arizona should do going forward.
"How do we put a good step forward to show that Arizona is not, as a whole, a biased state. And that we appreciate and respect the Hispanic population in our state very much," she said.
The legislation that was passed in April criminalizes illegal immigration to Arizona, and allows local police to detain those suspected of breaking that law.