In recent years, due to the installation of selective catalytic reduction (Selective Catalytic Reduction, hereinafter referred to as SCR) devices, high temperature oxidation failure has occurred frequently in automobile exhaust systems. To explore its high temperature failure mechanism, this paper takes 439 ferritic stainless steel which is often used in automobile exhaust pipes as an example and uses XRD, SEM, and EDS experimental methods to study its oxidation behavior at 700 °C, 800 °C and 900 °C. The results show that the oxide layer becomes thicker and the failure degree increases with the increase of the working temperature of 439 stainless steel. The oxidation products at different temperatures are different. When the oxidation temperature is 700 °C, the phase structure of the oxide layer on the surface of the sample is Cr2O3 and Fe2O3, and the oxide layer is dense and uniform. As the temperature rises to 800 °C, the surface oxidation products are sintered together, and the needle-like Fe2O3 structure appears on the oxide film. When the oxidation temperature rises to 900 °C, the oxide layer appears inner and outer layers, the outer layer is Fe2O3 shell structure, the inner layer is generated FeO, Fe2O3, and other iron oxides, and oxidation is very serious. At the junction of the oxide layer and the substrate, there are particles such as SiO2, TiO2, Fe2Nb in the substrate, which has a positive effect on the high temperature oxidation.