AlCoCrCuFeNi high-entropy alloys (HEAs) were prepared by selective laser melting (SLM). The microstructure and high-temperature oxidation behaviors at 800℃, 1000℃ and 1200℃ were studied. The phase compositions and morphological characteristics of the oxide film were analyzed by X-ray diffractometer (XRD) and scanning electron microscope (SEM). Results indicate that the prepared AlCoCrCuFeNi HEA mainly contains BCC phase, BCC/B2 phase and a small amount of FCC phase, and the microstructure is a non-equilibrium heterostructure composed of long straight columnar dendrite and equiaxed cell structures. The HEAs have good oxidation resistance at three temperatures. The oxidation kinetics curves basically follow the parabolic law. The oxidation rate is determined by a clear dependence on temperature, which increases with the increase of temperature, and obvious voids and cracks appear in the oxide films, which provided channels for diffusion of elements that aggravate the oxidation reaction, resulting in the oxide film peeling becomes more and more serious. The main components of the oxide films are Cr₂O₃, Al₂O₃ and spinel MCr₂O₄ mixed oxides. The denser oxide film can effectively inhibit the matrix from being further oxidized and improve the anti-oxidant properties of SLM-prepared HEA.