ZrAlxOy films deposited on Si were submitted to thermal annealings in a vacuum or an oxygen atmosphere. Elemental compositions as functions of depth were established using ion beam techniques such as Rutherford backscattering spectrometry and narrow nuclear resonance profiling. In addition, chemical composition profiles were obtained by angle-resolved X-ray photoelectron spectroscopy. The as-deposited film is amorphous, has an abrupt interface with the Si substrate, and its chemical composition is a double oxide with approximate stoichiometry Zr4AlO9. Atomic transport and chemical reaction induced by thermal annealing were investigated by the above mentioned techniques and by low energy ion scattering spectroscopy. We have observed that Al, O, and Si migrate during annealing, whereas Zr is essentially immobile. Oxygen from the gas phase was heavily incorporated into the oxide films during annealing in O-2, mostly in exchange for previously existing oxygen.