Preheat air fryer to 400°F for 5 minutes.
Place beets in a large bowl and add oil, salt and pepper; toss to coat.
Arrange the beets in a single layer in the fryer basket; cook for 10 minutes.
Carefully flip the beets and cook until crispy and browned on the edges, 6 to 8 minutes.
Transfer to a serving dish and top with feta and oregano.
