Born in Moscow, Oleg Saprykin played one year with the Central Red Army before venturing to Canada to play for the WHL's Seattle Thunderbirds in 1998-99. The eleventh overall selection of the Calgary Flames in the 1999 NHL Entry Draft, Saprykin played two seasons in Seattle and was named to the WHL West Second All-Star team in both 1998-99 and 1999-00.
An offensively gifted player, Saprykin played four games with the Flames in 1999-00 before returning to his junior club. In his two seasons with the Thunderbirds, Saprykin scored 77 goals and 159 points in his two seasons before playing his first full season with the Flames in 2000-01.
Following a strong rookie season, Saprykin spent the majority of the 2001-02 season with the Flames AHL affiliate in Saint John while only playing a handful of games with the parent club and did much of the same the following year.
In 2003-04, Saprykin went on to play a career high 69 games with the Flames, tallying 29 points (12-17-29) while helping Calgary reach the 2004 Stanley Cup Final. Despite losing a hard-fought seven game series to the Tampa Bay Lightning, Saprykin played a key role with the Flames throughout the team's playoff drive.
Following a strong season in 2003-04, Saprykin was packaged with defenseman Denis Gauthier to the Phoenix Coyotes for Daymond Langkow. Saprykin would spend a season and a half with the Coyotes while improving his point total and two-way play. Despite his increased production, the rebuilding Phoenix Coyotes sent Saprykin to the Ottawa Senators at the NHL trading deadline in 2007. Saprykin spent only 12 games in Ottawa and in the following off-season signed with CSKA Moscow, returning back home to his native Russia.