On July 1, 2018, O'Reilly was traded to the St. Louis Blues in exchange for Tage Thompson, Vladimír Sobotka, Patrik Berglund, a 2019 first-round pick and a 2021 second-round pick. Although O'Reilly experienced a career-high season with the Blues, the team fell to last place around the entire league by January 2, resulting in a coaching and goaltender change. As the Blues rebounded, O'Reilly enjoyed a career year in his first year in St. Louis, achieving career highs in assists and points and tying his career high in goals. He was invited to his second career NHL All-Star Game, where he registered seven points through two games and was a finalist for the All-Star Game MVP, ultimately losing the award to Sidney Crosby.