Understanding the initial oxidation mechanism is critical for studying the oxidation resistance of high-entropy diborides. However, related studies are scarce. Herein, the initial oxidation mechanism of (Zr_0.25Ti_0.25Nb_0.25Ta_0.25)B₂ high-entropy diborides (HEB₂-1) is investigated by first-principles calculations at the atomic level. By employing the two-region model method, the most stable surface of HEB₂-1 is determined to be (110) surface. The dissociative adsorption process of the oxygen molecule on the HEB₂-1-(110) surface is predicted to proceed spontaneously, where OO bond breaks and each oxygen atom is chemisorbed on the most preferable hollow site. The adsorption energy and the diffusion barrier of the oxygen atom on the (110) surface of HEB₂-1 are in the vicinity of the average level of the corresponding four individual diborides. In addition, ab initio molecular dynamics simulations indicate a high initial oxidation resistance of HEB₂-1 at 1000 K. Our results are beneficial to further designing the high-entropy diborides with excellent oxidation resistance.