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The adsorption and diffusion of oxygen at the B2(110)[<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mover accent="true"><mrow><mn>1</mn></mrow><mo>¯</mo></mover></mrow></semantics></math></inline-formula>11]||O(001)[1<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mover accent="true"><mrow><mn>1</mn></mrow><mo>¯</mo></mover></mrow></semantics></math></inline-formula>0] interface in Ti₂AlNb alloys were investigated via first-principles calculations. Only a 2.6% interfacial mismatch indicates that B2(110)–O(001) is basically a stable coherent interface. The calculated adsorption energies and diffusion energy barriers show that oxygen prefers to occupy the Ti-rich interstitial sites, and once trapped, it hardly diffuses to other interstitial sites, thus promoting the preferential formation of Ti oxides. Under the premise of a Ti-rich environment, a Nb-rich environment is more favorable for oxygen adsorption than an Al-rich environment. The electronic structures suggest that O 2<i>p</i> orbitals mainly occupy the energy region below −5 eV, bonding with its coordinated atoms of Ti, Al, and Nb. However, Al 3<i>p</i> and Nb 4<i>d</i> orbitals near the Fermi level couple with sparsely distributed O 2<i>p</i> orbitals, forming anti-bonding, which is not conducive to oxygen adsorption. Because Nb 4<i>d</i> electrons are more localized than Al 3<i>p</i> electrons are, Nb–O anti-bonding is weaker. O–Ti has almost no contribution to anti-bonding, suggesting good bonding between them. This is consistent with the experimental observations that TiO₂ is the main oxidation product.