Electrochemical impedance spectroscopy (EIS) is a useful approach to characterize the oxide film structure and its evolution behavior for zirconium alloys. Oxide films formed on Zr-4 alloys with different heat treatment in super-heated steam at 400 °C, 10.3 MPa were characterized by EIS in 10% HCl solution. Results show that the EIS plot is one capacitive arc for the initial oxide film on zircaloy surface in super-heated steam, and then it evolves into two capacitive arcs with the corrosion proceeding. The oxide film is of dual-film structure. The corrosion transition of zirconium alloys in super-heated steam is partly related to the decreased protection of the oxide film. The second phase particles in zirconium alloys play an important role in impedance response of oxide films and corrosion resistance of alloys.