The present disclosure is directed to an absorbent article including a closed cell foam matrix for delivering oxygen. The absorbent article includes a liquid permeable inner surface for facing the wearer, an outer surface for facing away from the wearer, an absorbent assembly disposed therebetween, and a closed-cell foam matrix material applied to a portion of the absorbent article. The closed cell foam matrix contains a superabsorbent material and oxygen entrapped within the superabsorbent material. To produce the closed cell foam matrix for delivering oxygen, an alkali hydroxide catalyst and oxygen precursor are both added to an aqueous superabsorbent material. The aqueous solution is applied to a nonwoven material. The nonwoven material is then heated to produce oxygen by reacting the alkali hydroxide catalyst and the oxygen precursor thereby entrapping the oxygen in the formed closed cell foam matrix.