Oduya's first club was Hammarby IF, where he played as a junior. In 2000, at the age of 19, he moved to North America to play in the Quebec Major Junior Hockey League (QMJHL). He spent one season in North America, splitting time between the Victoriaville Tigres and Moncton Wildcats. After moving back to Sweden, he played two seasons with Hammarby in HockeyAllsvenskan before signing a contract with Djurgårdens IF in the Swedish Elitserien. During the two seasons he spent with the team, he was known as an aggressive defenceman and an enforcer. At times, he fought with opposition players and registered high penalties in minutes numbers. Despite this, he was also a dependable player and played regularly in the Swedish national team during the Euro Hockey Tour. In the 2005–06 season, after he had been dismissed by the Washington Capitals, the NHL organization that drafted him 221st overall in 2001, he moved to another Swedish team, Frölunda HC. With Frölunda, he played as a more offensive defenceman, scoring eight goals and 11 assists.