The phase diagram of the MgO-Y₂O₃-MgF₂-YF₃ system (Mg,Y//O,F reciprocal system) at 1273–1773 K was investigated for the very first time using a classical equilibrium/quenching and differential thermal analysis (DTA) experiments followed by electron probe microanalysis (EPMA) and X-ray diffraction (XRD) phase analyses. No ternary or quaternary crystalline phase was found, and the eutectic reactions in the reciprocal system were identified. The overall phase diagram of the reciprocal system was also calculated based on the thermodynamic modeling using the CALculation of PHAse Diagram (CALPHAD) method.