The Reds' Kuwaiti owners relieved O'Driscoll of his duties on Boxing Day just hours after a 4-2 home win over Leeds left the club a point outside the play-off places in the Championship.
Centre-half Danny Collins, one of O'Driscoll's first signings when he took charge at the City Ground in July, told Sky Sports News: "We're obviously surprised, especially after the result we had to find ourselves a point outside the play-offs.
"To hear the news that the gaffer had gone was obviously a surprise, and we're shocked and disappointed at the same time.
"He popped in to training (on Thursday morning) to clear his stuff and speak to the boys and wish us well for the season - hopefully we'll carry on the work he's brought to the place and get ourselves into the play-offs."
Strikers Simon Cox and Billy Sharp - two more signings made by O'Driscoll - expressed their surprise on social networking site Twitter.
"So we win 4-2 and the manager gets the sack," wrote Cox. "Gutted for Sean, pleasure to work under. Wonder who will walk through the door next."
Sharp, who scored twice in the victory over Leeds, said: "Gutted. That ruins a decent day."