For the Al-alloyed 9Cr-ODS steels consolidated by spark plasma sintering and annealed at 800 degrees C, the Y-Al-O oxides, interface structure and orientation relationships between the oxides and the matrix are studied by high-resolution transmission electron microscope technique. It is found that the spark plasma sintering can serve as a useful and effective tool to investigate the transition states in complex oxide formation. Monoclinic Y4Al2O9 (YAM), orthorhombic YAlO3 (YAP), cubic Y3Al5O12 (YAG) and Y2O3 nanoparticles are identified. Both YAM and YAG can directly precipitate from the Y2O3 particles. One individual Y2O3 particle will produce several YAM particles, while only one YAG particle can be formed within one Y2O3 particle. The majority of identified Y-Al-O oxides exhibit partially coherent interfaces with the matrix, and multiple orientation relationships are revealed.