In this research, a novel governing mechanism has been proposed for the formation of conversion coating on the thermal oxide film of Advanced High Strength Stainless Steels (AHSSS). These new lightweight and engineered materials are being designed to impart emission reduction and solid performance. This coating has been characterized using advanced surface analysis such as HAADF-STEM, GDOES, and ToF-SIMS. The results showed that the conversion components can be found not only on the surface but also at the oxide/metal interface. This deposition in the depth happens preferentially in the Si-poor regions and with the penetration of the conversion components into depth. It was indicated that fluoride ions play an important role to facilitate this penetration by dissolving the less stable components in the oxide film. Dissolution of the Fe in the Fe-Cr solid solution structure results in the formation of a mixed chemical structure containing Cr and P. This novel mechanism brings a new insight into the field of conversion coating when a thick oxide film is present on the top surface.