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The oxidative damage of DNA is a compelling issue in molecular biophysics as it plays a vital role in the epigenetic control of gene expression and is believed to be associated with mutagenesis, carcinogenesis, and ageing. To understand the microscopic structural changes in physical properties of DNA and the resulting influence on its function due to oxidative damage of its nucleotide bases, we have conducted all-atom molecular dynamic simulations of double-stranded DNA (dsDNA) with its guanine bases being oxidized. The guanine bases are more prone to oxidative damage due to the lowest value of redox potential among all nucleobases. We have analyzed the local as well as global mechanical properties of native and oxidized dsDNA and explained those results by microscopic structural parameters and thermodynamic calculations. Our results show that the oxidative damage of dsDNA does not deform the Watson-Crick geometry; instead, the oxidized DNA structures are found to be better stabilized through electrostatic interactions. Moreover, oxidative damage changes the mechanical, helical, and groove parameters of dsDNA. The persistence length, stretch modulus, and torsional stiffness are found to be 48.87 nm, 1239.26 pN, and 477.30 pN.nm^2, respectively, for native dsDNA, and these values are 61.31 nm, 659.91 pN, and 407.79 pN.nm^2, respectively, when all the guanine bases of the dsDNA are oxidized. Compared to the global mechanical properties, the changes in helical and groove properties are found to be more prominent, concentrated locally at the oxidation sites, and causing the transition of the backbone conformations from BI to BII at the regions of oxidative damage.