Von Heesen and Oenning were working together until 28 August 2008, when Von Heesen got sacked and Oenning replaced him. This was his first experience as head coach. After a slow start in 2. Bundesliga, Oenning was able to guide Nürnberg to a third place finish and a playoff with 16th place Energie Cottbus. Nürnberg won the playoff 5–0 on aggregate and plays in the Bundesliga since 2009. On 21 December 2009, Oenning was sacked.
Hamburger SV named him an assistant to Armin Veh prior to the 2010–11 Bundesliga season. But after Veh got fired, Oenning became the new head coach. He signed a two-year contract, until June 2013. After a poor start in 2011–12 season that saw Hamburg in last place with only one point out of six games, Oenning was sacked.