Laser shock peening (LSP) was used to enhance the high-temperature oxidation resistance of laser melting deposited Ti45Al8Nb alloy. The microstructure and high-temperature oxidation behavior of the as-deposited Ti45Al8Nb alloy before and after LSP were investigated by scanning electron microscopy, X-ray diffraction, and electron backscatter diffraction. The results indicated that the rate of mass gain in the as-deposited sample after LSP exhibited a decrease when exposed to an oxidation temperature of 900 °C, implying that LSP-treated samples exhibited superior oxidation resistance at high temperatures. A gradient structure with a fine-grain layer, a deformed-grain layer, and a coarse-grain layer was formed in the LSP-treated sample, which facilitated the diffusion of the Al atom during oxidation, leading to the formation of a dense Al₂O₃ layer on the surface. The mechanism of improvement in the oxidation resistance of the as-deposited Ti45Al8Nb alloy via LSP was discussed.