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."
Very protective
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.