The high-temperature oxidation experiments were conducted on the micro-arc oxidation film on 2A12 aluminum alloy surface. Results show that the high-temperature oxidation resistance of the micro-arc oxidation film is decreased with increasing the temperature. However, the oxidation index is above 2, indicating that the micro-arc oxidation film has a protective effect for the 2A12 aluminum alloy and can effectively prevent the oxygen diffusion during high-temperature oxidation. The air-cooled thermal shock resistance property of the micro-arc oxidation film layer is better than its water-cooled thermal shock resistance property. After 60 thermal shock cycles, the film falls off at the corners of alloy after water-cooled thermal shock, while only cracks appear on the surface of alloy after air-cooled thermal shock without film shedding. The failure of micro-arc oxidation film after thermal shock is mainly caused by the difference in coefficients of thermal expansion between film and substrate and the formation of hydroxides and oxides through the reactions of film with H₂O and oxygen, respectively. The CeO₂ inside the film can reduce the pore size and the impact of thermal shock on the film at the initial reaction stage. However, with increasing the thermal shock cycles, the subcarbonate and hydroxide are generated, leading to the failure of micro-arc oxidation film.