In this note, we study the action of O(d,d) transformations on the integrable structure of two-dimensional non-linear sigma models via the doubled formalism. We construct the Lax pairs associated with the O(d,d)-transformed model and find that they are in general non-local because they depend on the winding modes. We conclude that every O(d,d;\mathbb{R}) deformation preserves integrability. As an application we compute the Lax pairs for continuous families of deformations, such as J\bar{J} marginal deformations and TsT transformations of the three-sphere with H-flux.
