We theoretically investigated the adequate geometrical configuration of a saddle-shaped pick-up coil for the accurate measurement of the ac losses in oxide superconducting thin wires with large anisotropy. Defining the ratio of the apparent signal due to the magnetic moment in sample wires, which is detected by a saddle-shaped pick-up coil, to the actual one as a detection ratio, we calculated the dependences of the detection ratio on the height, width and length of the straight and opening parts of a saddle-shaped pick-up coil. We found out that it is possible to obtain the actual magnetization without compensation by supposing that the effective length of sample wires is equal to that of the straight part of a saddle-shaped pick-up coil and by considering that the signal which is detected by the opening part compensates for the shortage of the signal which is detected by the straight part. Finally, the recommendable dimensions of a saddle-shaped pick-up coil for the measurement of ac losses in currently developed oxide superconducting wires were concretely shown.