The first thing you should do if you have oily skin before dressing up is to make sure if the face is clean. Therefore, you are required to clean face first. The reason, oily skin is very vulnerable to dust and dirt on the face.
If dirt is not cleaned, makeup will not be maximal, and even rarely will even cause acne problems. Use a facial cleanser that has at least 2% salicylic acid content. Salicylic acid will reduce the oil content on your skin, but will not make the skin dry.