In January, 1878, Rex studied at the Munich Academy of Fine Arts.
In 1881, he went to Paris to study as a student of Mihály Munkácsy, Gustave Boulanger and Jules-Joseph Lefebvre. In 1889, Rex participated in an exhibition of the Munich Artists" Association. He returned to Prague around 1890.
In 1891, a drawing of him at the Annual Exhibition of Visual Artists of Vienna was displayed.
Shortly before the First World War, an exhibit of about 30 of his paintings depicting scenes from the life of Napoleon Bonaparte was displayed in 38 cities. Rex came from a medical family.
Oscar Rex was the son of Ignaz Rez (born 1822), who served as the chief of staff at Arzt and conductor of the Prague garrison hospital. Oscar"s mother was Emma Schulz (1832–1884).
Oscar"s brother, Hugo Rex, was a professor of medicine.
From 1876 to 1877, he was a member of the Corps Austria. From about 1889, he was a member of the Corps Palaio-Austria in Prague.