In this study, corrosion tests were performed on Cr-coated Alloy 800 H in 500 °C supercritical water, containing 6000 mg∙L−1 oxygen, for 500 h. After exposure, the structure of the sample can be divided into a Cr2O3 layer with a nanocrystal structure, a residual Cr coating with columnar or equiaxed Cr grains, an inter-diffusion layer including Fe-Ni-rich and Cr-O-rich zones, and an alloy substrate. Transmission electron microscopy was employed for the high-resolution analysis of atom diffusion in the sample. The outward diffusion of Fe and Ni was restrained by the coating, and no oxide exfoliation was observed.