We consider the correlation function of a circular Wilson loop with two local scalar operators at generic 4-positions in planar N=4 supersymmetric gauge theory. We show that such correlator is fixed by conformal invariance up to a function of 't Hooft coupling and two scalar combinations of the positions invariant under the conformal transformations preserving the circle. We compute this function at leading orders at weak and strong coupling for some simple choices of local BPS operators. We also check that correlators of an infinite line Wilson loop with local operators are the same as those for the circular loop.Comment: 26 pages. v2: reference added, misprints correcte
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