The mechanofusion process, a dry particle coating route, has been successfully applied to coat iron particles with alumina. The high‐temperature oxidation resistance of Fe and coated Fe particles has been comparatively investigated in air in the temperature range 350°–900°C. The activation energy calculations demonstrate that, in the temperature range 350°–420°C, the oxidation mechanisms are the same for both particles. Scanning electron microscopy and energy‐dispersive spectroscopy analyses show that oxidation products are mainly formed at the iron/alumina interface at low temperatures or at the alumina/gas interface at high temperatures. It is shown that, depending on the temperature range, two different oxidation mechanisms are predominant.