From 1897-1901, Oppé studied at New College, Oxford. He had received a scholarship as an exhibitioner, and was awarded a double-1st in Classics (Honour Moderations, 1899 & Literae Humaniores, 1901). He spent some time travelling after he graduated, in particular spending four months at the British School in Athens researching Greek Oracles. In 1902, he bacame assistant to the Professor of Greek at St. Andrew's and began lecturing on varied subjects, including Greek Sculpture. In 1904, he moved to Edinburgh University to take up the post of lecturer in Ancient History.
Oppé's major work in this period was Oppé, A.P. (1904) The Chasm at Delphi. The Journal of Hellenic Studies, 24, pp. 214-240 [an offprint of Oppé's copy of this article is availble in the Paul Mellon Centre library, please below URL]. In this article, Oppé argued that the historical accounts of the oracles at Delphi which suggested they used naturally occuring gases (rising up from the 'chasm', or fissure in the rock) to access a trance-like state for their performances. He proposed that this was more likely just a literary depiction of events and not based on reality. Until more recent scholarship, his account of the oracle tradition was largely adopted as the othodox view on the matter.