The efficiency of thermoelectric devices depends on phase stability of layers constituting the device. TaN and TaN-Ta-TaN thin films, 900 nm thick, were investigated as diffusion barriers for the CeFe4Sb12 thermoelectric substrate in contact with the Cu electrode. It is shown that Sb diffuses through the TaN layer when the sample is heated above 400 °C. Multilayer TaN-Ta-TaN acts as the diffusion barrier for Sb and is efficient up to 500 °C. When diffusion of Sb occurs above 400 °C for TaN and above 500 °C for TaN-Ta-TaN, the formation of FeSb2 and Cu2Sb precipitates was identified by XRD and TEM/energy dispersive X-ray spectroscopy.