A finger clamping device and an oximeter using the finger clamping device are provided. The finger clamping device includes a shell, an upper clamping member, and a lower clamping member. The shell includes two oppositely facing sidewalls. Each sidewall defines at least one sliding rail. The upper clamping member is arranged in the shell and defines two guiding rods. The two guiding rods are received in and slide along the sliding rail. At least one elastic member joins the lower clamping member and the upper clamping member and is tensioned when a finger is inserted between the upper clamping member and the lower clamping member.