Nonlinearity is a central feature in demanding computing applications that aim to deal with tasks such as optimization or classification. Furthermore, the consensus is that nonlinearity should not be only exploited at the algorithm level, but also at the physical level by finding devices that incorporate desired nonlinear features to physically implement energy, area and/or time efficient computing applications. Chaotic oscillators are one type of system powered by nonlinearity, which can be used for computing purposes. In this work we present a physical implementation of a tunable Chua's circuit in which the nonlinear part is based on a nonvolatile memristive device. Device characterization and circuit analysis serve as guidelines to design the circuit and results prove the possibility to tune the circuit oscillatory response by electrically programming the device.