Duplex stainless steel and ferrite steel were welded by the advanced active-TIG (AA-TIG) welding method at different oxygen contents in the shielding gas. A double-shielded gas flow system was used and the oxygen content in the outer shielding gas was altered to several levels. With the increase of the oxygen content in the shielding gas, the weld penetrations in both steels increased; whereas the change in the impact toughness of the weld metal was strongly dependent on the type of steel. The impact toughness of the duplex stainless steel remained almost constant, while that of the ferrite steel was significantly decreased with the increase in the oxygen content. This difference can be linked with the change in the fracture pass along with the difference in the microstructure.