High-entropy fluorite oxides (HEFOs) must be evaluated under various test conditions to be used as advanced thermal barrier coating (TBC) materials. This study investigated the chemical valence, lattice parameters, and thermal expansion coefficient (TEC) of an HEFO (Zr0.2Ce0.2Hf0.2Y0.2Al0.2)O2-delta heated and cooled between 1200 degrees C and 1500 degrees C in air. Thermogravimetry-differential scanning calorimetry (TG-DSC) was used to probe the temperature ranges of the reduction and oxidation reactions, and X-ray photoelectron spectroscopy was used to determine the valence states of the chemical elements. In-situ high-temperature X-ray diffraction was used for examining the crystal phase and calculating the TECs. The results show that chemical valences related to Zr, Hf, Y, and Al oxidation states were maintained during the entire thermal cycle, whereas these for Ce underwent partial valence transitions. In other words, Ce4+ was partially reduced to Ce3+ when heated from (1200-1300) degrees C, and Ce3+ was partially re-oxidized to Ce4+ as the temperature increased from 1400 degrees C to 1500 degrees C. Such chemical reactions correlate well with the TG-DSC results. The TEC values ranged from (9.58-9.28) x 10-6 K-1 and exhibited a weak, nonlinear dependency on temperature, decreasing with an increase in temperature, except when heated from 1200 degrees C to 1240 degrees C. The reduction and oxidation reactions had a minor effect on the TEC and the differences due to heating and cooling were appreciable yet subtle when compared to that at the same temperature, with the maximum difference being less than 0.2 x 10-6 K-1.