Question

Is there an oxygen on the sun, or it is burning fire?

Answer 1

No, there no Oxygen in the Sun.....
Sun is composed of helium and hydrogen....

Answer 2

The Sun isn't "made of fire". It's made mostly of hydrogen and helium. Its heat and light come from nuclear fusion, a very different process that doesn't require oxygen. Ordinary fire is a chemical reaction; fusion merges hydrogen nuclei into helium, and produces much more energy.