"Obviously I'm very very pleased," said O'Grady. "We carried on what we did on Tuesday at Reading which took a lot out of us but to do it again and more convincing is nice.
"It's nice to play well along with getting goals but it's about getting the win, first and foremost."
It's the first time Barnsley have won back-to-back matches all season, but today's performance was no surprise to Barnsley's top scorer.
"We're showing how confident we can be on our day," he added.
"The bottom line is to work hard. We've been unlucky at times but under-performed quite a few times. Hopefully we've identified what we need to do now."