Despite facing injury challenges, particularly with Luka Dončić nursing a knee sprain, the Mavs were able to hold off the Thunder at home.
Oakley has not been back at MSG since an altercation with security in 2017.
The Mavericks now have a 2-1 series lead and host Game 4 on Monday.
Indiana Pacers guard Tyrese Haliburton joined Steph Curry and three other players in the NBA record books after accomplishing this rare feat.