There is an amazing book called Category Theory for Programmers by Bartosz Milewski. At first, it was focused on Haskell mostly, added Scala support after. But then someone stepped in to add the OCaml variant of this book.
So writing this message as both a recommendation for the book itself and to make you aware (and even better - to help) of the ongoing effort to make it OCaml-friendly.
See the current progress at https://github.com/ArulselvanMadhavan/ocaml-ctfp.
Update: work-in-progress pull request - #201 to the main repository - completely translated Part 1.