In PbO2, lead has an oxidation number of 4+. Oxygen almost always has an oxidation number of 2-. So two oxygens together would have a charge of 4-. If the overall molecule is electrically neutral, that means lead must be 4+.
So you're looking at a situation in which lead goes from a 2+ to a 4+ oxidation number. It's losing electrons, so it's being oxidized.