Another oryx calf was taken away from her in February and put in a zoo because it looked like it might starve.
Now she's adopted a third baby in the wildlife park.
The chief game warden said: "We are baffled. We do not know what to do with this third oryx."
The lioness is said to be very protective of her new baby, becoming very angry if a human tries to go near.
Three adult oryxes have been seen near the unlikely pair - one of which is believed to be the calf's mother.