Fe-Al-Cr alloy has wide application prospects with its good resistance to high temperature oxidation, but it usually has the problem of coarse grains. In this research, by adding austenitizing elements such as nickel, carbon and copper to the Fe-Al-Cr alloy, the FeCr phase was formed during the cooling process, which hindered grain growth and the grain size could be controlled within 100 μm. The formation mechanism of oxide film and the effect of grain control on the high temperature oxidation resistance of Fe-Al-Cr alloy were discussed. The Fe-Al-Cr alloy oxidized for different oxidation time at high temperature was observed by metallography and it was found that the alumina film preferentially formed at the grain boundary, and the increase in the number of grain boundaries was favorable for the formation and growth of Al₂O₃. Electron microscopy scan and energy spectrum analysis revealed that (Al_0.9Cr_0.1)₂O₃ and Al₂O₃ formed a multilayer oxide. Combined with the first principle calculation, it is concluded that the multilayer oxide is formed on the surface of the alloy due to the diffusion of Cr, which is helpful to improving the high temperature oxidation resistance of the Fe-Al-Cr alloy. It is confirmed that the Fe-Al-Cr alloy with a smaller grain size has better resistance to high temperature oxidation.