Let $θ>0$. We consider a one-dimensional fractional Ornstein-Uhlenbeck process defined as $dX_t= -θ X_t dt+dB_t,\quad t\geq0,$ where $B$ is a fractional Brownian motion of Hurst parameter $H\in(1/2,1)$. We are interested in the problem of estimating the unknown parameter $θ$. For that purpose, we dispose of a discretized trajectory, observed at $n$ equidistant times $t_i=iΔ_{n}, i=0,...,n$, and $T_n=nΔ_{n}$ denotes the length of the `observation window'. We assume that $Δ_{n} \rightarrow 0$ and $T_n\rightarrow \infty$ as $n\rightarrow \infty$. As an estimator of $θ$ we choose the least squares estimator (LSE) $\hatθ_{n}$. The consistency of this estimator is established. Explicit bounds for the Kolmogorov distance, in the case when $H\in(1/2,3/4)$, in the central limit theorem for the LSE $\hatθ_{n}$ are obtained. These results hold without any kind of ergodicity on the process $X$.