It is widely expected that, for a large class of models, scale invariance implies conformal invariance. A sufficient condition for this to happen is that there exists no integrated vector operator, invariant under all internal symmetries of the model, with scaling dimension −1. In this article, we compute the scaling dimensions of vector operators with lowest dimensions in the O(N ) model. We use three different approximation schemes: ǫ expansion, large N limit and third order of the Derivative Expansion of Non-Perturbative Renormalization Group equations. We find that the scaling dimensions of all considered integrated vector operators are always much larger than −1. This strongly supports the existence of conformal invariance in this model. For the Ising model, an argument based on correlation functions inequalities was derived, which yields a lower bound for the scaling dimension of the vector perturbations. We generalize this proof to the case of the O(N ) model with N ∈ {2, 3, 4}.