His mother, Mary, was the daughter of Colonel John Graham (1723–1789), of St. Lawrence House, near Canterbury; former Lieutenant governor of Georgia.

Educated at Ramsgate and at Harrow School, Oxenden matriculated from University College, Oxford, on 9 June 1826; graduated B.A.

He assiduously attended to his episcopal duties, generally living within Montreal's Golden Square Mile during the winter, and visiting the country districts in the summer.

The bishop wrote numerous small theological works, which the author's plain and simple language rendered very popular.

The Pathway of Safety, 1856, was much appreciated by the poorer classes, and ultimately reached a circulation of three hundred and fifty thousand copies.