The enthalpies of oxidation, δHox, of oxynitrides YyZr1−yO2x−0.5y−2/3xNx (0.016 < x < 0.2), CayZr1−yO2x−y−2/3xNx (0.03 < x < 0.14), MgyZr1−yO2x−y−2/3xNx (0.146 < x < 0.28), and Zr–O–N (β-type and γ phases) are measured using drop solution calorimetry in molten sodium molybdate (3Na2O · 4MoO3) at 973 K. Linear relations between the enthalpy δHox and nitrogen content were found in all oxynitrides. They indicate that, within the experimental range of nitrogen concentrations, sites occupied by nitrogen ions are energetically equivalent in a given substitutional series. The enthalpies normalized per mole of nitrogen, δHnox, for compounds of Y–Zr–N–O, Ca–Zr–N–O, and Zr–N–O are similar, about −500 kJ/(mol of N). A more exothermic value of δHnox, of about −950 kJ/(mol of N), is seen in Mg–Zr–N–O compounds. The energetics of vacancy formation in zirconium oxynitrides was determined and compared to the energetics of vacancy formation in yttria- and calcia-stabilized zirconia. The enthalpy of vacancy formation (enthalpy of formation relative to end members normalized per vacancy) in zirconium oxynitrides (−190.5 ± 27.0 kJ/mol of Vö) is more exothermic than that in yttria- and calcia-stabilized zirconia (−105 ± 7.2 and −91.4 ± 3.8 kJ/mol of Vö, respectively). This is consistent with the higher tendency for long-range ordering in zirconium oxynitrides compared to stabilized zirconia. Some technological implications of the results are briefly discussed.