The visitors came out of the traps with real intent and Jon-Paul Pittman was inches away from a second-minute opener with a fierce shot from 20 yards.
But United defender Jake Wright wrongly chose to leave a long ball from John McCombe and Marc Richards nipped in to steer a clinical finish past debutant goalkeeper Damian Martinez.
News of Aldershot's half-time lead at Crewe put renewed fire into Oxford and U's manager Chris Wilder brought on forwards Scott Rendell and Adam Chapman at the start of the second-half.
But Vale rode the storm and fought back with Tom Pope and McCombe threatening before Sean Rigg extended their lead in the 69th minute.
Oxford were caught short of numbers at the back and Rigg found a route past the isolated Wright to drive an angled shot past Martinez from 14 yards and substitute Ben Williamson fired in a close-range third from Richards' last-minute cross.