Oar, who plays for English Championship side Ipswich Town, said he was thrilled by the prospects of Ange Postecoglou's side that are seeking a fourth straight FIFA World Cup appearance.
Australia have embarked on a new attacking style of play since Postecoglou was given the reins of the team in 2013 and their renaissance reached its climax when the Socceroos beat Korea Republic 2-1 in Sydney in January to win the AFC Asian Cup.
Oar played a peripheral role in the Socceroos' triumph, coming on as a substitute in a group match against Oman.
"Who's to say if we can keep going on the path we are on what our limits can be," Oar, 24, said.
"Recently we played very well and drew 2-2 against Germany who are the world champions and were unlucky not to win.
"I think if you look at teams like Chile and clubs like Bournemouth, it shows how anything is possible.
"We believe we can beat anyone. Being Asian champions I think people are beginning to take notice of the national team now but the more they underestimate us the more it works in our favour as well."
Oar has a simple explanation for Australia's revival after the disastrous last few months of Postecoglou's predecessor Holger Osieck.
"One thing we have which other countries don't is camaraderie: our team gets along extremely well and has no egos," he explained.
"Everyone's willing to fight for the same cause and work for each other. It's not about who scores the goals or makes the tackles ... it's all about the end result. I think our unity as a team is excellent.
"People can speculate all they want and say 'well how good can they really be' but for us it's not about that. We've already proven we can match it with the best now it's just a matter of continuing to improve and delivering when it matters. We all believe we can."
Oar admits he is disappointed at not getting more game time with his new club Ipswich, whom he joined from FC Utrecht in the off-season on a two-year contract.
He came on as a substitute to help Ipswich beat Massimo Luongo's Queens Park Rangers 2-1 at the weekend and could play a part in the Tractor Boys' match at Brighton & Hove Albion on Wednesday (AEDT).
"Every player wants to play so of course it's disappointing (not playing regularly)," he said.
"I've had a bit of bad luck with niggles and also the guys who have played have done exceptionally well.
"From this perspective I can't complain. However I have been working hard the last month to regain my fitness and I'm starting to feel stronger and sharper again. All I can do now is wait for my opportunities.
"The QPR match was a great result for us, particularly since we came from behind. Coming on, I just tried to add some energy and I was quite happy with how it went, playing on the right hand side. The other substitutes also did very well.
"So far I'm enjoying the fresh challenge. The style here is obviously very different to that in Holland so it's taken some time to adjust but I feel I'm starting to find my feet.
"English football is based more on individual battles as the game is more end-to-end.
"In Holland teams take a lot of risks playing out from the back and leave themselves very exposed, whereas here it's more about staying compact and playing percentages.
"Physically it's much more intense here too. I feel I'm getting more confident in protecting and keeping the ball."
Oar made his A-League breakthrough in early 2010 when then Brisbane coach Postecoglou gave him the chance to show his precocious skills.
It did not take him long to leave his mark on the game and in March of the same year he made his Socceroos debut in an Asian Cup qualifier against Indonesia in Brisbane.
"I've had a lot of great coaches," he reminisced.
"Growing up I had Mike Mulvey at the Queensland Academy of Sport and Frank Farina first signed me for the Roar but Ange was the one to give me my 'big break' if you like when he gave me my first A-League start and a consistent run of games in 2009-2010.
"He plays very positively and I think his no-backward-step approach is great for attacking players like myself.
"Pim Verbeek was a tactician and I also enjoyed working with him ... he was similar to what I had in Holland with Jan Wouters. They read the game exceptionally well and every single decision or point they make has a distinct purpose of helping you overcome the opposition.
"Holger was also great and knew how to get the best out of his players. Obviously he had a wealth of experience and knew how to obtain results.
"So all in all I feel all my coaches have been great, Ange of course being one of them. With Ange it's less about our formation but the philosophy he wants to instil, which is to take the game to the opposition."