Not necessary, Mercury's atmosphere contains 5.6% molecular Oxygen and I don't think there is life there.
The key is Mercury's rather unusual temperature variations:
min 90K
mean 440K
max 700 K
For molecular O2 to form, the temperature must be low enough.
P.S. For those who do not understand temps in Kelvin, 273 K is the freezing point of water, or 0 degrees Centigrade.