By the fundamental theorem of arithmetic, every integer greater than 1 is either a prime number, or can be written as the product of prime numbers. The smallest prime number, and the *only* even prime number, is 2. Any number that has 2 as one of its prime factors is even; any number that *does not* have 2 as one of its prime factors is odd.
Ergo, if m and n are odd, then neither m nor n has 2 as one of its prime factors. Multiplying the two numbers together will produce another number, mn, which *also* does not have 2 as one of its prime factors, and is therefore odd.