O'Connor, nominated in 1981 under Republican President Ronald Reagan, said "we need somebody in there now to do the job and let's get on with it." O'Connor, who retired in 2006, said she wishes the president well "as he makes choices" in a contentious election year and said he has a difficult decision ahead.
"I don't agree (with Republicans)," the 85-year-old said in an interview with Phoenix-based Fox affiliate KSAZ.
Scalia, an influential conservative voice on the high court, was found dead Saturday. Since then Republicans have called for Obama to put off appointing a new justice, allowing the new president to put forward an appointee. Obama said he will not wait. Earlier this week, the Baltimore Sun called for O'Connor, who was the court's swing vote, to be appointed to the open post.
Speaking at Yale University on Wednesday, sitting Supreme Court Justice Stephen Breyer would not comment about the replacement debate, but called for a moment of silence in honor of Scalia.
"I'd like to have maybe 15 seconds of silence for Justice Scalia who was a good friend, and really a life force at the court. It's going to be a grayer place without him," Breyer said, adding he was "a decent man who has made an enormous impression. We're all sad at this moment."