In this work anodic polarisation test and electrochemical impedance spectroscopy (EIS) are combined to evaluate the integrity of the alumina layer generated “in situ” at high temperature (1100°C/3 h) on MA956 alloy. The SEM observations did not show the presence of voids or porosity in the alumina layer and a good adherence was revealed with the metallic substrate. The electrochemical response of the scale/metal system has been evaluated at different points of the anodic polarisation curve. In general, a polarisation applied to the sample, below the breakdown potential, did not affect the EIS results, irrespective of the polarisation withstood by the system. In other cases, besides the slightly higher current density measured during the anodic polarisation test, a decrease in the impedance modulus was observed. This behaviour could be related to the presence of microdefects in the scale, not visible by SEM, which become increasingly and/or connected during the polarisation test. The very low corrosion current densities in the passive region, about 10−9 A/cm2, and the high polarisation that the alumina layer withstands till breakdown occurs confirm the excellent corrosion protection provided by the scale. Once breakdown of the alumina layer occurs, a good repassivation of the system is observed due to the high chromium content of the alloy.