Yes, an oxyanion contains oxygen. I think you may be confused between oxide and oxygen. An oxyanion contains the element oxygen. Just because an oxygen atom is in an ion doesn't make it an oxide. hypochlorite ion (ClO^-), chlorate, bromate, and iodate ions (ClO3^-, BrO3^-, IO3^-), carbonate and bicarbonate ions (CO3^-2 , HCO3^-) are examples of oxyanions. All of them contain oxygen in an oxidation state of -2 which is the same as the oxidation state of oxygen in oxides such as CuO and Cu2O.
