Specific features of thermal transformations of ferrocene Fe(C5H5)2 at a pressure of 10 GPa upon laser heating to 2200 K have been investigated in diamond anvil cells. Maps of the temperature distribution on the sample during the heating have been obtained. The structure and properties of the transformation products have been studied by X-ray diffraction analysis, transmission electron microscopy, and Mössbauer spectroscopy. It is established that a characteristic feature of ferrocene transformations upon laser heating is the simultaneous formation of nanoparticles of iron (α-Fe) and iron carbide (Fe7C3) crystalline phases. The presence of α-Fe in the products of thermal transformations of ferrocene at high pressures has been observed for the first time. Possible mechanisms of the simultaneous formation of these nanoparticles during ferrocene transformations are discussed.