High entropy alloys (HEA) has recently attracted considerable interest and attention due to their novel properties of better corrosion resistance and superior mechanical strength at high temperature. In this study, we investigate the oxidation behavior of Al4Co3Cr25Cu10Fe25Ni33 HEA at temperature raging from 800 °C to 950 °C. Firstly, the HEA with composition of Al4Co3Cr25Cu10Fe25Ni33 was fabricated by Vacuum Arc Melting (VAM) method, and then the oxidation tests were performed using thermo-gravimetric analyzer at 800 °C, 850 °C, 900 °C, and 950 °C under the atmosphere of Ar and O2 up for 24 h, respectively. The results show that the weight gain of the samples increases with increasing temperature. In addition, we observed specimens exhibit preferential intergranular oxidation and bilayer scales, Cr2O3/Al2O3, were found after oxidation process. The microstructure evolution and mechanism of the oxidation behavior of the HEA will be discussed in details.