Atomic oxygen adsorption on a pure aluminum terminated Al9Co2(001) surface is studied by first-principle calculations coupled with STM measurements. Relative adsorption energies of oxygen atoms have been calculated on different surface sites along with the associated STM images. The local electronic structure of the most favourable adsorption site is described. The preferential adsorption site is identified as a 'bridge' type site between the cluster entities exposed at the (001) surface termination. The Al-O bonding between the adsorbate and the substrate presents a covalent character, with s-p hybridization occurring between the states of the adsorbed oxygen atom and the aluminum atoms of the surface. The simulated STM image of the preferential adsorption site is in agreement with experimental observations. This work shows that oxygen adsorption generates important atomic relaxations of the topmost surface layer and that sub-surface cobalt atoms strongly influence the values of the adsorption energies. The calculated Al-O distances are in agreement with those reported in Al2O and Al2O3 oxides and for oxygen adsorption on Al(111).