As verbs the difference between martyr and oppressed
is that
martyr is to make someone into a
martyr by putting him or her to death for adhering to, or acting in accordance with, some belief, especially religious; to sacrifice on account of faith or profession while
oppressed is (
oppress).
As a noun martyr
is one who willingly accepts being put to death for adhering openly to one's religious beliefs; notably, saints canonized after martyrdom.
As an adjective oppressed is
subject to oppression.