Although 2D materials hold great potential for next-generation pressure sensors, recent studies revealed that gases permeate along the membrane-surface interface, necessitating additional sealing procedures. In this work, we demonstrate the use of free-standing complex oxides as self-sealing membranes that allow the reference cavity beneath to be sealed by a simple anneal. To test the hermeticity, we study the gas permeation time constants in nanomechanical resonators made from SrRuO3 and SrTiO3 membranes suspended over SiO2/Si cavities which show an improvement up to 4 orders of magnitude in the permeation time constant after annealing the devices. Similar devices fabricated on Si3N4/Si do not show such improvements, suggesting that the adhesion increase over SiO2 is mediated by oxygen bonds that are formed at the SiO2/complex oxide interface during the self-sealing anneal. Picosecond ultrasonics measurements confirm the improvement in the adhesion by 70% after annealing.