He discussed the potential danger during the second half of Fox News' two part documentary "The Man Who Killed Osama Bin Laden," which premiered Wednesday night.
"Are you worried about your personal security?" Fox News reporter Peter Doocy asked O'Neill,
"Yes," O'Neill said.
O'Neill went on to say he was worried because of potential fallout from the documentary, in which he told the tale of the 2011 raid on Bin Laden's compound in Pakistan.
"I don't know how people will react to this," said O'Neill. "I think all the guys ... all the guys on the mission, there could be a threat, yes."
O'Neill first shared his story in an Esquire interview published last year. In that article, his wife, from whom O'Neill is officially separated, discussed how she wanted to distance herself from him "for safety reasons."
"We're actually looking into changing my name," she said. "Changing the kids' names, taking my husband's name off the house, paying off our cars. Essentially deleting him from our lives, but for safety reasons. We still love each other."
O'Neill was first identified by the website SOFREP on Nov. 3, days after Fox News announced plans to air the documentary. SOFREP released his name after two leaders of US Naval Special Warfare Command sent a letter to their team members criticizing any SEAL who would go public about a mission.
After Fox News issued a press release about the documentary, the Pentagon also gave a pair of statements to Business Insider wherein they suggested O'Neill could face criminal charges for discussing the details of the Bin Laden raid.
In the Fox News interview, O'Neill also discussed the possibility the military could be "upset" by his decision to tell his story.
"There's going to be people that are upset because you can't do anything without upsetting some people," he said. "I don't know why that is. I don't believe that I'm saying anything that hasn't been said, and confirmed, and acknowledged by high ranking officials."
O'Neill isn't the first SEAL who participated in the raid to discuss details of the mission. In 2012, Matt Bissonette released a book about his participation in the raid. Earlier this summer, the Justice Department launched a criminal investigation into whether Bissonette leaked classified material.