Connors, 54, said at the U.S. Open that he kept turning his car around on the way to the hospital last fall, the New York Daily News reported Monday.
"It's true -- on the way to the hospital, I took two wrong turns to get the hell out of there," he said.
"Nothing really scares me, it doesn't -- but to go through this, to look at what it really is -- I mean, you're talking about replacing my hip! I would do anything to avoid it, until it got to the point where it was so bad, I just couldn't."
However, Connors said he left the procedure feeling better than he had in years.
"I woke up and I didn't have one bit of pain. That was the first time in years."
Notable deaths of 2014 [PHOTOS]