This work presents a fine microstructure and local misorientation study of various oxide phases in the tertiary oxide scale formed on a hot-rolled steel strip via electron back-scattering diffraction (EBSD). Local strain in individual grains of four phases, ferrite (α-Fe), wustite (FeO), magnetite (Fe3O4) and hematite (α-Fe2O3), has been systematically analysed. The results reveal that Fe3O4 has a lower local strain than α-Fe2O3, in particular, on the surface and inner layers of the oxide scale. The multiphase oxides along the cracking or α-Fe2O3 penetration generally develop a high local misorientation. Localised stain along the cracks demonstrates that the misorientation tends to be strong near grain boundaries. The high fraction of small Fe3O4 grains accumulate at the oxide-substrate interface, which leads to a dramatic increase in the intensity of local stain. This variation is due mainly to the phase transformation among the oxide phases, i.e., the Fe3O4 particles during their nucleation and growth. The combined action of stress relief and re-oxidisation is proposed to explain the formation of Fe3O4 seam at the oxide-steel interface. The present study offers an intriguing insight into the deformation behaviour of the tertiary oxide scale formed on steels, and may help with understanding the stress-aided oxidation effect of metal alloys.