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The amazingly rapid growth of bamboo shoots requires strong respiration and provides a large amount of energy and intermediate metabolites. Strong aerobic respiration requires a large amount of O2. This raises the following question: What is the source and mechanism of O2 supply to meet aerobic respiration? However, currently, this remains unknown. The underground buds (US), the 2-m-high overground buds (AS), and the 8-m-high growth arrest buds (HS) of bamboo (Phyllostachys prominens) were collected to represent their different stages of growth and development. The fifth bamboo shoot node at each stage was sealed by two membranes, and treated in a polyethylene zip-lock bag filled with air (21% O2 + 79% N2) and nitrogen (100% N2) for 1.5 h. The concentrations of free O2 and CO2 in the shoot cavities in polyethylene zip-lock bags, and the ethanol content in the shoot body before and after treatment were determined. In addition, the photosynthetic rates of the fifth bamboo internodes of 1 y/o, 2 y/o and 3 y/o bamboo in the field were measured. The results indicated that: (1) When treated with air and nitrogen, US, AS and HS mainly exhibited aerobic respiration, and there was almost no anaerobic respiration; (2) When treated with air, 59.66%, 54.47% and 45.84% of the O2 in the aerobic respiration of US, AS and HS came from the polyethylene zip-lock bag, 0.06%, 0.57% and 0.650% came from the shoot cavity, but 40.28%, 44.96% and 53.51% of the O2 was of an unknown source; (3) Treated by nitrogen, 0.19%, 4.71% and 4.79% of O2 in aerobic respiration of US, AS and HS came from shoot cavity, while the other 99.808%, 95.290% and 95.21% of O2 came from unknown sources; and (4) The photosynthesis of the fifth internodes of 1 y/o, 2 y/o and 3 y/o bamboo generated little oxygen that could not absolutely meet the huge O2 supply for aerobic respiration. It was concluded that the respiration of P. prominens shoots in its different growth and development stages was dominated by aerobic respiration. O2 supply pathways were mainly via the sheath stomata; however, there was little absorption from dissolved O2 in the soil water and little supply produced by shoot/stem photosynthesis. It was found that the large supply of oxygen in the aerobic respiration of bamboo shoots and young bamboo was of an unknown source under air treatment and nitrogen treatment, i.e., 40.28%–53.51% and 95.21%–99.81% of oxygen in the aerobic respiration of bamboo shoots and young bamboo was of unknown origin, respectively. Therefore, we proposed that bamboo shoots may exhibit the phenomenon of acting as an “oxygen sink”, which can provide a large amount of O2 from unknown sources to ensure the rapid growth of bamboo shoots and young bamboo.