Crush the Oreos by placing them in a plastic bag and crushing them with a rolling pin or solid object.
Combine the heavy cream, cocoa powder, and vanilla extract in a large mixing bowl. Use an electric hand mixer to whip the cream on high speed for 3-5 minutes, or until the cream forms stiff peaks.
Once the cream has formed stiff peaks, add the sweetened condensed milk and crushed Oreo to the mixing bowl. Use a large spoon or spatula to gently fold the ingredients together until homogenous. Scrape along the bottom of the bowl to ensure the crushed Oreos are evenly distributed.
Pour the ice cream mixture into a 9x5 inch loaf pan and cover the pan with plastic wrap or aluminum foil.
Place the pan in the freezer and allow the ice cream to freeze for 6 hours.
Allow to thaw slightly before dishing up with an ice cream scoop.