The phase evolution in the transition zone (TZ) of TiAl/Ti2AlNb dual alloy during laser-directed energy deposition (L-DED) process was investigated using in situ synchrotron radiation X-ray diffraction. The as-solidified microstructure of the TZ forms through the following phase transitions: Liquid→ Liquid + β/B2 →β/B2→ β/B2 + α2. Thermal cycles promote the β/B2 to α2 phase transition with the α2 phase precipitates from the (011) plane of the β/B2 matrix during this transition. The phase transition sequence of the TZ during the first thermal cycle is: β/B2 + α2 → β/B2 → β/B2 + α2. The second thermal cycle leads to a partial transformation of β/B2 phase to α2 phase. The TZ experiences no phase transition from the third thermal cycle. This study provides a comprehensive understanding of the phase formation mechanism in the TZ of L-DEDed TiAl/Ti2AlNb dual alloys.