We investigate the oxygen diffusion phenomena in a Ba0.96La0.04SnO3 (BLSO) thin film on SrTiO3(001) substrate by measurements of time‐dependent Hall effect at high temperatures around 500 °C under different gas atmosphere. Under the Ar (O2) atmosphere, carrier density (n) and electrical conductivity (σ) are increased (decreased) while electron mobility (µ) is slightly reduced (enhanced). This observation supports that although both n and µ are affected by the oxygen diffusion process, the change of n is a major factor of determining σ in the BLSO film. Detailed analyses of the time‐dependent n exhibit fast and slow dynamics that possibly correspond to the oxygen exchange reaction at the surface and oxygen diffusion into the BLSO grains, respectively. Fitting the time dependence of n reveals that the chemical diffusion coefficient of oxygen in the BLSO grains becomes ∼10−16 cm2 s−1. This coefficient marks the lowest value among perovskite oxides around 500 °C, directly proving excellent thermal stability of oxygen in BLSO. The present results support that the donor‐doped BaSnO3 system could be useful for realizing transparent semiconductor devices at high temperatures.