To improve the high-temperature oxidation resistance of TiAlNb9 alloy, a Cr-Al-Y co-deposition coating was prepared on the alloy surface by the pack cementation method. The microstructure of the coating was analyzed by SEM, EDS, and XRD, and the high-temperature oxidation properties of the substrate and coating at 1000 °C were compared and studied. The results show that the Cr-Al-Y coating is about 30 μm thick, with a dense structure and good film-substrate bonding. The outer layer consists of TiCr2, TiCr, Ti4Cr, and (Ti,Nb)Cr4 phases, the inner layer is Ti2Al, and the Nb-rich γ-TiAl interdiffusion layer. The TiAlNb9 substrate forms an oxide layer composed of TiO2 and Al2O3 at 1000 °C. Due to the loose and porous structure of the TiO2 oxide film, it cannot effectively isolate the internal diffusion of O elements, resulting in continuous oxidation damage to the substrate. The Cr-Al-Y co-deposition coating will form a dense Cr2O3 and Al2O3 oxide layer during oxidation, effectively preventing the internal diffusion of O elements and significantly improving the high-temperature oxidation resistance of the substrate alloy.