High-entropy alloys (HEAs) were prepared with strong antioxidant metals Al, Cr, Ti, and Si as matrix elements, and the effects of rare earth (RE) lanthanum (La) and yttrium (Y) doping on their microstructures and high-temperature oxidation resistance were explored in this study. The AlCrTiSi0.2RE0.02 HEAs were prepared by using vacuum arc melting and were oxidized mass gain at 1000 °C. After oxidation for 53 h, AlCrTiSi0.2 HEA had a mass increase of 1.195 mg/cm2, and it had the best oxidation resistance of three HEAs (AlCrTiSi0.2, AlCrTiSi0.2La0.02, and AlCrTiSi0.2Y0.02). The surface oxide layers of three HEAs mainly consisted of Al and Ti oxides; the layered oxide film of AlCrTiSi0.2 alloy was mainly composed of dense Al2O3, and the acicular oxide films of AlCrTiSi0.2La0.02 and AlCrTiSi0.2Y0.02 alloys were primarily composed of loose Ti oxide. Doping La and Y decreased the oxidation resistance of AlCrTiSi0.2. In the early stage of oxidation of rare earth HEAs, the surface oxide layer was loose because La and Y reacted with the matrix metal, which slowed down the diffusion of element Al or accelerated the diffusion of element Ti. In the late stage of oxidation, La and Y interacted with O and entered the matrix metal to form rare earth oxides.