The motion of micron size dust inside the sheath in the presence of an oblique magnetic field is investigated by self-consistently calculating the charge and various forces acting on the dust. It is shown that the dust trajectory inside the sheath, which is like an Archimedean spiral swinging back and forth between the wall and the plasma-sheath boundary, depends only indirectly on the orientation of the magnetic field. When the Lorentz force is smaller than the collisional momentum exchange, the dust dynamics is insensitive to the obliqueness of the magnetic field. Only when the magnetic field is strong enough, the sheath structure and, thus, the dust dynamics are significantly affected by the field orientation. Balance between the plasma drag, sheath electrostatic field, and gravity plays an important role in determining how far the dust can travel inside the sheath. The dust equilibrium point shifts closer to the wall in the presence of gravity and plasma drag. However, in the absence of plasma drag, dust can sneak back into the plasma if acted only by gravity. The implication of our results to the usability of dust as a sheath probe is discussed.