The oxidation behavior of four valve steels (X33CrNiMn23-8, X50CrMnNiNbN21-9, X53CrMnNiN20-8 and X55CrMnNiN20-8) covered with thin sputter-deposited coatings containing chromium and nickel was studied under isothermal and thermal shock conditions. It was determined that coated steels exhibit greater resistance against oxidation than steels with unmodified surfaces. This effect results from the formation of chromium-rich oxides (e.g., Cr2O3, NiCr2O4, MnCr2O4) during oxidation of the surface modified steel. These oxides exhibited better protective properties than the products grown on unmodified steels (namely Fe3O4 and Fe2O3). The entirety of the obtained experimental results confirms the possibility of increasing the scaling resistance of valve steels by using around 1-µm-thick chromium-rich protective Cr–Ni coatings.