But they achieved the feat by the narrowest of margins, after Lions heroes Conor Murray, Rory Best and Rob Kearney had all crashed over for three tries to build a 19-0 lead with 17 minutes played.
Johnny Sexton also collected seven points from the kicking tee but New Zealand roared black to clinch victory by 24-22 and cruelly deny Ireland.
It was also Lions legend Brian O'Driscoll's last chance to overcome the All Blacks before his planned retirement at the end of the season.
And O'Brien believes the pain in defeat was only greater after losing in such dramatic fashion.
"We are not happy losing the game like that," said O'Brien. "We started so well and got such a lead, not finishing them off, we have to have a long, hard look at ourselves and see where we can improve.
"They have that belief, that's what we have to get to.
"I think there was a little bit of trust needed in the last couple of minutes. It's just really, really disappointing. We have to assess (what happened) next time we get into camp together."