The Blaugranes are aiming to claim the coveted crown after securing a maiden final appearance, but must upset five-time winners, French giants Lyon.
Ahead of Saturday's final in Budapest, Oshoala is looking to make history as the first indigenous Nigerian to win the European diadem.
She is set to make her third appearance in the competition, and have scored seven goals in 10 outings in all competitions for Llius Cortes' ladies.
And the 59-year-old gaffer has tasked the Nigeria international to replicate her fine form in the colours of the Spanish giants at the Ferencváros Stadium.
"Barcelona is a good team but I think that Lyon may be seen as the favourites because they have a quality team and talented players," Dennerby told Goal.
"If you look at the Lyon team, they seem to have a national team player in every department and are really a tough team. It will surely be an interesting game.
"But of course, we have a Nigerian player in Barcelona and it will be a good thing for Nigeria football to have a player that has won the champions league. So, I will be rooting for Barcelona.
"I know she has the speed that can really help Barcelona as you can see in almost every the games she played and she scored. I hope she gets to play because she will be very useful.
"I will urge her to use her strength [speed] to help the team. This is a big moment everyone wants to see her.
"It's a big game and also a big opportunity for her to showcase herself and help Barcelona to make history by beating Lyon."