One example in the play when Oedipus makes a statement that means one thing to him, but something different to those of us that know his story.The example is from the early part of Oedipus Rex.
While there are several instances in Oedipus Rex of dramatic irony, a situation in which the audience or reader knows more than the speaker, one such example is Oedipus's ironic condemnation of himself when he states his intentions against the man who is the cause of the illness of Thebes:
I ban this man, whoever he is from all land
over which I hold power and the throne.
I decree that no one shall receive him
or speak to him, or make his partner
in prayers to the gods or sacrifices
nor allow to him holy water;
but instead that everyone must expel him
from their homes, as this man is the source
of our pollution as the oracle
of Pytho has just revealed to me. (ll. 240-249)
Unfortunately for Oedipus, he has unwittingly condemned himself to banishment. For, preceding the reading or attendance at this play, audiences know the myth of Oedipus Rex; therefore, they are aware that Oedipus is jeopardizing his own welfare with his decree.