Jack King and Nicky Wroe netted in a 2-0 win at Deepdale, giving manager Graham Westley hope that last season's troubles are behind the Lilywhites.
Westley struggled after replacing Phil Brown at the Lancashire club, as the players took a while to adapt to his methods.
“It was a good way for the new squad to start. They’re good men, they’re good people, they’re good footballers, they’re intelligent and they’ve only had six weeks to come together, which is not a long time,” he said.
“It’s been a difficult pre-season for us and we’ve worked very hard – we’re going to get much better over the coming weeks, but on the whole it would be stupid to ignore the positivity of what they’ve done.
“As a football manager and a football player you go about your work and you hope by doing your work you can give the club some pride."
Oldham - who gave Cliff Byrne his competitive debut at right-back - looked on course to join their Lancashire rivals in the second round when they led Sheffield Wednesday 2-0 at Boundary Park.
Jordan Slew and Yves Mvoto netted before the break, but the Latics switched off defensively in the second period to allow Jermaine Johnson, Chris O'Grady (2) and Michail Antonio to turn things around.
"We got a bit giddy and stopped doing the things that had helped us go 2-0 up," said Paul Dickov, the Oldham boss.
"We knew Sheffield Wednesday would come out fighting after half-time and we
lost our team shape when it happened.
"The goals we conceded were poor and we need to learn from them, but I suppose it's better for this to happen now instead of in the league."