<sec>This study focuses on the investigation of Nb<sub>0.8</sub>CoSb half-Heusler alloy covered with Nb films. By employing <i>in-situ</i> heating transmission electron microscopy (TEM) technique, diffusion of Nb is observed at high temperature, showing the ordering transformation from Nb<sub>0.8</sub>CoSb to Nb<sub>0.8+δ</sub>CoSb. Through observations of high-angle annular dark-field (HAADF) images and selected-area electron diffraction (SAED) patterns, it is found that under elevated temperatures, the diffuse streaks representing short-range disorder in Nb<sub>0.8</sub>CoSb sample transform into superlattice diffraction spots representing long-range order. The modulation wave vector of this superstructure is determined to be <inline-formula><tex-math id="M3">\begin{document}$ q={1}/{3}({a}^{*}+{b}^{*}-{c}^{*}) $\end{document}</tex-math><alternatives><graphic specific-use="online" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="11-20240325_M3.jpg"/><graphic specific-use="print" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="11-20240325_M3.png"/></alternatives></inline-formula>. This structural evolution primarily arises from the diffusion of Nb atoms from the Nb film into the Nb<sub>0.8</sub>CoSb sample at high temperature, leading to compositional changes in Sb and Nb.</sec><sec>Further comparative analysis reveals significant differences between <i>in-situ</i> synthesized Nb<sub>0.8+δ</sub>CoSb samples and <i>ex-situ</i> synthesized Nb<sub>0.84</sub>CoSb samples despite both exhibiting superstructures. In the <i>ex-situ</i> synthesized Nb<sub>0.84</sub>CoSb, the modulation wave vector of the superstructure is <inline-formula><tex-math id="M4">\begin{document}$ q={1}/{3}({2a}^{*}-2{c}^{*}) $\end{document}</tex-math><alternatives><graphic specific-use="online" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="11-20240325_M4.jpg"/><graphic specific-use="print" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="11-20240325_M4.png"/></alternatives></inline-formula>, which is mainly attributed to Nb compositional variations. Moreover, the superstructure in Nb<sub>0.84</sub>CoSb sample can remain stable from room temperature to high temperature, whereas in Nb<sub>0.8+δ</sub>CoSb samples, it only exists at elevated temperatures and gradually weakens as the temperature decreases, suggesting that it may be a metastable structure between Nb<sub>0.8</sub>CoSb and Nb<sub>0.84</sub>CoSb.</sec><sec>This study reveals the diversity of superstructures induced by compositional variations and the complexity of structural phase transitions in half-Heusler alloys, enriching the understanding of these materials and providing important guidance for the design and functional control of phase-change materials.</sec>