A variety of functional properties in transition metal oxides are often underpinned by oxygen vacancies. While the oxygen vacancy concentration and arrangements are well-known to have strong influence on the physical properties of oxides, the oxygen dynamics in oxides—including oxygen ion incorporation and movements during redox reactions—remain elusive. Performing conductive AFM studies of epitaxial thin films of oxygen-deficient SrFeO2.5 treated by air-annealing at various temperatures, we observe oxidation-induced enhancement of local electronic conduction on the higher terraces near the outer step edges at which oxygen ions are preferably incorporated and diffuse into the films. We also show that the local conduction can be reversibly controlled by electric-field-induced redox reactions at room temperature. These results highlight the importance of the nanoscale oxygen dynamics in redox reactions in SrFeO2.5 films.