To purchase an oxygen concentrator, you do need a prescription from your doctor, stating your oxygen level. The U.S. Food & Drug Administration (FDA) makes the rules about prescription sales, and at this time, oxygen concentrators are one of the medical devices for which the FDA requires a prescription. This is to ensure proper care has been taken in selling you an oxygen machine that is appropriate for your needs, and a prescription is the only evidence we have of exactly what those needs are.
The oxygen concentrator you purchase and use is also largely determined by your prescription, and that's why you may have completely different needs from your friend who also uses supplemental oxygen, even if you both have the respiratory condition. Several important health indicators factor into a prescription for supplemental oxygen that results from a pulse oximetry test and arterial blood gas test.