Heat olive oil over medium-high in a large skillet. Meanwhile, season chicken thighs on both sides with salt and pepper. Add chicken into the skillet and brown on both sides. About 5 minutes per side.
Remove chicken and transfer onto a plate. Cover with aluminum foil.
Add onions, garlic, and oregano into the same skillet, stir and sauté for 2-3 minutes. Add bell pepper, and mushrooms to the same skillet and sauté for 10 minutes. Cover the skillet with a lid.
Add in marinara sauce, marsala wine, capers and olives. Bring to a boil.
Once boiling, reduce a simmer and add the chicken back into the skillet. Cover and simmer on medium-low heat for 20-25 minutes until the chicken is tender.