Exhibit 23.1

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We hereby consent to the incorporation by reference in this Registration Statement on Form S-8 of our report dated March 9, 2006 relating to the consolidated financial statements, management’s assessment of the effectiveness of internal control over financial reporting and the effectiveness of internal control over financial reporting, of Oppenheimer Holdings Inc., which appears in Oppenheimer Holdings Inc.'s Annual Report on Form 10-K for the year ended December 31, 2005.  

“PricewaterhouseCoopers LLP”

New York, New York

June 15, 2006