You can easily buy oxycodone online from a variety of sources. However, it is important to remember that this medication is a controlled substance and should only be used under the supervision of a medical professional. Oxycodone is a potent opioid pain medication that is commonly prescribed to relieve moderate to severe pain. It belongs to a class of drugs known as opioid analgesics. Oxycodone works by binding to opioid receptors in the brain and spinal cord, thereby blocking pain signals and providing pain relief.