the Earth has a gravity because the air (Oxygen) attracts anything of down and another planet look like mars hasn't an Oxygen so it hasn't a gravity .Is that true?

Not quite. Gravity occurs with anything that has energy, not just oxygen, and oxygen itself is only a portion of Earth's air (the majority of it being nitrogen). Even the moon has gravity, although because it is so much smaller than Earth, anyone who lands on the moon weighs much less on it while they are there.

Interestingly, Mars does have oxygen on it! But not much, compared to Earth. The air on Mars is only 0.146%, whereas Earth's air is 20.95% oxygen.