In this article, we consider the three dimensional $\alpha$-fractional nonlinear delay differential system of the form \begin{align*} D^{\alpha}\left(u(t)\right)&=p(t)g\left(v(\sigma(t))\right),\\D^{\alpha}\left(v(t)\right)&=-q(t)h\left(w(t))\right),\\D^{\alpha}\left(w(t)\right)&=r(t)f\left(u(\tau(t))\right),~ t \geq t_0, \end{align*} where $0 < \alpha \leq 1$, $D^{\alpha}$ denotes the Katugampola fractional derivative of order $\alpha$. We have established some new oscillation criteria of solutions of differential system by using generalized Riccati transformation and inequality technique. The obtained results are illustrated with suitable examples.