A novel MoSiAlY coating was deposited on a γ-TiAl alloy to improve its oxidation resistance by double glow plasma surface alloying technology. This study focused on the oxidation behaviors and self-healing performance of MoSiAlY coating during isothermal oxidation test. The coating transformations were examined by observing its morphologies, element distribution and phase structure using scan electron microscopy, energy-dispersive spectrum and X-ray diffraction respectively. The results indicated that the oxidation resistance of γ-TiAl alloy was effectively improved by MoSiAlY coating at 900 °C. The volume expansion of phases SiO2 from MoSi2 and Al2O3 from AlMo3 was responsible to the self-healing ability of MoSiAlY coating. The MoSiAlY coating would be a potential surface enhancement for Ti-Al intermetallics at high temperatures.