The effect of oxygen concentrations on the corrosion behavior of a Co-free duplex-phase (DP) FeNiCrCuAl high entropy alloy (HEA) in supercritical water (SCW) at 550°C under 25 MPa was investigated. The weight gain increased with the increasing of oxygen concentration, but it was significantly lower than conventional alloys at the same corrosion conditions. In addition to the strip-like Al2O3 oxides, a large number of irregular Cu2O particles were deposited on the surface of samples due to the localized corrosion of Cu-rich FCC regions. The density of the oxides Cu2O and Al2O3 increased with increasing oxygen concentration. Different microstructures exhibited the different chemical compositions and structures of the oxide films. For FeCr-rich regions, in addition to strip-like Al2O3 oxides, a duplex-structure oxide film consisting of a Cr2O3 outer layer and FeCr2O4 inner layer was formed. However, a duplex-structure oxide film consisting of an Al2O3 outer layer and NiAl2O4 inner layer was formed on the NiAl-rich regions or along the Cu-rich regions. The thickness of the oxide films in FeCr-rich, NiAl-rich and Cu-rich regions gradually increased with the increasing oxygen concentration.