Thermoelectric effect becomes one of the important elements in sustainable energy due to its capability in green conversion of waste heat into electrical energy. Among various thermoelectric materials, nanostructured-Si0.80Ge0.20 is being widely investigated owing to its efficient thermoelectric effect at high temperature. In this manuscript, we studied differential thermal analysis (DTA) of Si0.80Ge0.20 thermoelectric alloy in detail. Our DTA study revealed the fact that in almost all alloys of nanostrcutured Si0.80Ge0.20 prepared with mechanical ball milling, the sample is not in Si0.80Ge0.20 phase but is in composite mixed phases of Si0.88Ge0.12 and small amount of Si0.55Ge0.45. This phase impurity can hardly be seen in X-ray diffraction patterns and is often neglected.