In this work several Fe(Co,Ni) based nanocrystalline alloys were obtained by mechanical alloying. Thermal study was performed by differential scanning calorimetry and thermogravimetry. After 80 h milling, all DSC scans show several reactions on heating. At low temperature, about 400 K, the exothermal process detected is associated to structural relaxation. In all alloys, the main crystallization process begins over 700 K and has apparent activation energy values between 3.7 and 3.1 eV at–1. The Co content increases the thermal stability of this process. Furthermore, thermomagnetic measurements confirm the Co solid solution into Fe. The ferromagnetic–paramagnetic transition occurs at about 900 K.