Certain types of combustion deplete oxygen, while others do not.
Combustion is a vigorous, heat-releasing oxidation-reduction reaction, necessitating three elements: an oxidant, a reductant, and a temperature that achieves the ignition threshold.
While oxygen is a well-known oxidizer, it is not the sole agent capable of this role. For example, in the combustion of hydrogen, hydrogen and chlorine gases are consumed instead of oxygen.