The initiation mechanism of the discontinuous precipitation (DP) reaction driven by migrating grain boundaries (GBs) in Alloy 33 (Cr-Fe-Ni-N) isothermally aged at 800 °C has been studied using analytical electron microscopy, which includes scanning/transmission electron microscopy (STEM/TEM), X-ray energy-dispersive spectroscopy (XEDS), and electron diffraction. Precipitation products including both the types of precipitated phases (FCC M23C6 and M6N with diamond-cubic structure) and the GB morphology generated in the early stages of the aging process have been investigated in detail to correlate the experimental findings of the present work with the DP initiation mechanisms reported in the literature. STEM-XEDS elemental maps and electron diffraction data confirmed the FCC M23C6 was the first precipitated phase at the GBs, generating a Cr-depleted zone along the boundary and around the intergranular precipitates. The most remarkable characteristic in the initiation of DP reaction observed in this alloy system refers to the consistent evidence that the GB migration occurred to a significant extent while the M23C6 precipitates remain at the original GB position. In all observations, GB migration occurred against the capillarity force of the concave-forward boundary curvature, thereby suggesting a strong chemical force acting on the GB. Micro and nano-scale analytical STEM-XEDS results corroborated the existence of a compositional gradient of Cr across all migrating GB, confirming that a chemical driving force is responsible for the displacement of the GB. It is concluded that in the overall precipitation phenomenon the necessary solute partitioning is operated by interface diffusion mechanism through the moving GB acting as reaction front. Extensive STEM-XEDS analyses of the precipitation products observed in this investigation have confirmed that diffusion-induced grain boundary migration (DIGM) plays a major role as precursor to the initiation of DP reaction in Alloy 33.