Reaction can be written as -
H2 + O2 H2O
Here, hydrogen is changing into water (H2O). This is the addition of oxygen to hydrogen. Addition of oxygen is called oxidation reaction. So, hydrogen is oxidised to water.
Now, oxygen is changing into water. Hydrogen is added, and addition of hydrogen is reduction reaction. So substance which is reduced is oxygen. Thus, the formation of water from hydrogen and oxygen is a redox reaction.