Trescothick and Key shared an opening stand of 167 as England made easy work of reaching an adjusted target of 185 in a match reduced to 39 overs a side because of rain.
Key thrashed 87 off 85 balls with seven fours and five sixes as he and the left-handed Trescothick dominated the bowling before Key was bowled by left-arm seamer Lonwabe Tsotsobe.
Mark Butcher was out for six but Trescothick took his side to victory, finishing with 85 not out off 107 balls with eight fours and three sixes.
Touring captain Michael Vaughan took a break after showing good form in the Limited Overs series in Zimbabwe which ended on Sunday.
Former Zimbabwe all-rounder Neil Johnson hit 74 as the Oppenheimer XI made 172 for four after being sent in to bat.
Johnson and captain Ashwell Prince rescued the home side after a slow start, putting on 93 off 101 balls for the third wicket.
Johnson, the dominant partner, scoring his 74 off 58 balls with seven fours and four sixes, while Prince made 26 off 58 deliveries.
Play was interrupted for two hours by a heavy rain shower when the Oppenheimer XI were on 84 for two in 22.1 overs.
Prince and Johnson were out in successive overs to fast bowlers Steve Harmison and Matthew Hoggard.
In his first match in more than two months, Harmison, who is expected to be England's key bowler in the coming five-Test series, bowled at lively pace and conceded only eight runs in seven overs.
England's opening first-class match starts on Saturday when they play South Africa 'A' in a three-day game in Potchefstroom.
Nicky Oppenheimer XI
Result: England won by 8 wkts (Duckworth/Lewis method)