The find came as a "big surprise", and challenges mainstream theories on the formation of our Solar System, said scientist Andre Bieler of the University of Michigan.
Measurements suggested that oxygen molecules in the comet's gassy halo must have existed "before or at" its formation, he told journalists.
This may have implications for mankind's understanding of the chemistry involved in the formation of the Solar System some 4.6 billion years ago.
Scientists had previously ruled out the presence of oxygen (O2) on comets such as 67P/Churyumov-Gerasimenko, the subject of intensive prodding and sniffing by a European robot probe.
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As O2 mixes so easily with other elements, "we never thought that oxygen could 'survive' for billions of years" in a pristine state, said Kathrin Altwegg of the University of Bern, who co-authored a study in the journal Nature.
"This evidence of oxygen as an ancient substance will likely discredit some theoretical models of the formation of our Solar System," she said.
The historic mission seeks to unlock the mystery of the origins of life on Earth.
Scientists believe that comets "seeded" early Earth with some of the ingredients for life.