The relationship between the local structural changes and the oxide ion diffusion in La_0.6Sr_0.4FeO_3−δ was investigated. The oxygen vacancy concentration in La_0.6Sr_0.4FeO_3−δ was varied by annealing under various oxygen partial pressures. Local structural changes of La_0.6Sr_0.4FeO_3−δ with the introduction of oxygen vacancies were studied by the extended X-ray absorption fine structure (EXAFS) analysis. Oxygen vacancies are preferentially introduced near the La ions and local distortion around the oxygen vacancies is induced. The oxygen vacancy diffusion coefficient, D_v was calculated by means of electrical conductivity measurement. D_v decreased with increasing local distortion around the oxygen vacancy. Activation energies for D_v strongly depended on the bottle-neck size calculated from the result of EXAFS.