Staphylococcus aureus has to cope with oxidative stress during infections. In this study, S. aureus was found to be resistant to 100 mM H2O2 during aerobic growth. While KatA was essential for this high aerobic H2O2 resistance, the peroxiredoxin AhpC contributed to detoxification of 0.4 mM H2O2 in the absence of KatA. In addition, the peroxiredoxins AhpC, Tpx and Bcp were found to be required for detoxification of cumene hydroperoxide (CHP). The high H2O2 tolerance of aerobic S. aureus cells was associated with priming by endogenous H2O2 levels, which was supported by an oxidative shift of the bacillithiol redox potential to −291 mV compared to −310 mV in microaerophilic cells. In contrast, S. aureus could be primed by sub-lethal doses of 100 µM H2O2 during microaerophilic growth to acquire an improved resistance towards the otherwise lethal triggering stimulus of 10 mM H2O2. This microaerophilic priming was dependent on increased KatA activity, whereas aerobic cells showed constitutive high KatA activity. Thus, KatA contributes to the high H2O2 resistance of aerobic cells and to microaerophilic H2O2 priming in order to survive the subsequent lethal triggering doses of H2O2, allowing the adaptation of S. aureus under infections to different oxygen environments.