But he said he had not been in any accidents or near-misses, and had no idea what the member of the public's concern might be about.
"I can't think of anything it might relate to. I was travelling with my autistic son and if he ever needs attention, I try to pull over," O'Connor told the Herald.
"I'd be interested to know what the perception was. I'd be very, very surprised if someone thought I was speeding.
"I can't recall anything, certainly nothing that resulted in a near-miss or anything like that. I'm scratching my head."
Asked whether he had been drinking, he said: "I don't drink."
He said police had not been in touch with him, but he was happy to talk to them.
"I'll just wait to hear from police."
A spokesperson for police said the member of the public had contacted police because of "the manner in which the vehicle was being driven".
Police had tried to find the vehicle after they received the report.
"The vehicle was not located at the time. This report will be followed up by police," the spokesperson said.
O'Connor was the longest-serving president of the Police Association before he became the MP for Ohariu in 2017.
Prior to that he was a police officer, rising to the rank of senior sergeant, and once spent 18 months undercover in the drug and gang scene in the North Island.
In 1995 he became the association's president, a position he held until 2016. When he stepped down, he said lifting the credibility of the association was his main achievement.
He also spent eight years as the chairman of the International Council of Police Representative Associations, representing 1.5 million officers from more than 30 countries.
He was awarded life membership of the Police Association in 2017.
