The former Manchester United full-back, who also works as an England coach, joined the Sky Sports team in 2011 following his retirement that year.
"Gaz is brilliant to work with - I could easily sit and listen to his commentary all day, it's so interesting and funny at the same time and he speaks the truth and so much sense," Oxlade-Chamberlain told RWD Football.
"He's obviously got good on them smartboards and things, he's got all the gizmos and gadgets with his laser pens and he knows exactly what's going on. It's definitely helping the England squad because he's giving us great information when he's with us."
Neville will be part of the England coaching team for this summer's World Cup in Brazil.