Oxidation behavior of a refractory AlNbTiVZr0.25 high-entropy alloy at 600–900 °C was investigated. At 600–700 °C, two-stage oxidation kinetics was found: Nearly parabolic oxidation (n = 0.46–0.48) at the first stage, transitioned to breakaway oxidation (n = 0.75–0.72) at the second stage. At 800 °C, the oxidation kinetics was nearly linear (n = 0.92) throughout the entire duration of testing. At 900 °C, the specimen disintegrated after 50 h of testing. The specific mass gains were estimated to be 7.2, 38.1, and 107.5, and 225.5 mg/cm2 at 600, 700, and 800 °C for 100 h, and 900 °C for 50 h, respectively. Phase compositions and morphology of the oxide scales were analyzed using X-ray diffraction (XRD) and scanning electron microscopy (SEM). It was shown that the surface layer at 600 °C consisted of the V2O5, VO2, TiO2, Nb2O5, and TiNb2O7 oxides. Meanwhile, the scale at 900 °C comprised of complex TiNb2O7, AlNbO4, and Nb2Zr6O17 oxides. The oxidation mechanisms operating at different temperatures were discussed and a comparison of oxidation characteristics with the other alloys was conducted.