After opening the 2019-20 campaign by putting up big numbers with the G League's Windy City Bulls, Dozier earned himself a fairly regular role in the Nuggets' rotation during the season's second half and through the playoffs. Across 18 games (16 starts) with Windy City, Dozier averaged 21.4 points, 7.7 rebounds, 7.7 assists and 1.7 steals per G League game. He made an instant impact in his Denver debut Jan. 15 against Charlotte, posting 12 points, four boards and two assists in just 13:02 on the court. Dozier went on to appear in 29 NBA games, a career high. On Jan. 22, Dozier put up 15 points off the bench against the Rockets. Following the NBA's coronavirus-induced pause, Dozier played a far bigger role off the bench during seeding play in the Orlando bubble, cracking double-digit points five times in eight games. On Aug. 10, he set a new career high with 18 points versus the Lakers. He then eclipsed that mark four days later, Aug. 14 against Toronto, closing out the regular season with a new career high in scoring: 20 points, including five threes on six attempts, plus eight assists, five rebounds and two steals. Dozier went on to appear in a dozen playoff games during the Nuggets' run to the Western Conference Finals, averaging 3.2 points, 1.5 rebounds and 1.0 assists over 10.4 minutes per game.

During the 2018-19 season, P.J. Dozier played six games with the Boston Celtics and 46 games with the G League Maine Red Claws. Dozier played in two NBA games for OKC during the 2017-18 season, though saw only three minutes of run. He made his Boston Celtic debut on Nov. 30th, 2018, scoring seven points over six minutes of playing time during a blowout win over the Cavaliers. Ten days later, he'd once again grace the Boston parquet floor for a brief two minutes of run in a win over the Pelicans. On Apr. 9, the last game of the Celtic regular season, Dozier delivered his first NBA double-double with 12 points and 11 rebounds, plus five assists, in a win over Washington. In between Celtic appearances, Dozier was spectacular for the Maine Red Claws. Over 46 G League games, Dozier averaged 21.1 points, 6.7 assists, 6.6 rebounds and 1.7 steals per game for Crustacean Nation. On Dec. 16, he produced a triple-double during a win over the Long Island Nets. On that night, the 6-foot-6 wing generated 25 points, 11 dimes and 10 boards. Dozier had 13 double-doubles during the G League season.

Dozier was not selected in the 2017 NBA Draft, and had a brief stint with Dallas before catching on with Oklahoma City on a two-way deal. Dozier spent time with the both the Thunder and the G League Oklahoma City Blue during the 2017-18 season. Dozier played in 43 games for the Blue. During his time in the G League, he averaged 13.0 points, 5.6 rebounds, 1.3 steals and 1.3 made threes per contest. HIs best scoring game came Jan. 28 against the South Bay Lakers, when he recorded 26 points on 10-of-19 shooting. Dozier also had two double-doubles while with the G League affiliate. His first came Jan. 23, when he recorded 17 points and 12 rebounds against the Northern Arizona Suns. His best assist total of the year (7) came two days later against the Santa Cruz Warriors. Dozier was called up to the Thunder briefly in February, and made his NBA debut Feb. 8 against the Lakers. He scored his first two points and had a rebound across two minutes on the floor. He appeared in his only other NBA game that season Feb. 11, going scoreless in one minute of action. Dozier then returned to the G League for the rest of the year. His second second double-double occurred on March 10, when Dozier had 20 points and 10 boards against the Iowa Wolves. The Blue finished at the top of their division that season with a 28-22 record.