Oxycodone is an opioid analgesic (pain reliever). Opioids are derived from opium; they bind to receptors in your brain, causing you to feel less pain or euphoria (a sense of happiness). The first time you take oxycodone for pain relief may not be very strong because these drugs take some time to get into your system through absorption through mucous membranes like those found on your nose or mouth (these membranes are similar to those found inside your lungs).