In the paper the content of individual elements (Fe, Co, Zr, Ca and F) contained in nanocomposites FeCoZr ferromagnetic alloy in the CaF2 transparent ceramics dielectric matrix, depending on the content of the metal phase x was determined by the X-ray diffusion microanalysis (EDX) method. The nanocomposites were made by sputtering by argon ions. Investigations of changes in the chemical composition of nanocomposites under the influence of high-temperature treatments were carried out using the thermogravimetry method in the temperature range from 25 degrees C to 1000 degrees C with a temperature increase rate of 10 degrees C/min. On the basis of the research, a model of changes of the structural-phase state of nanogranular layers of ferromagnetic alloy Fe45Co45Zr10 in the transparent ceramics CaF2 matrix occurring under the influence of high-temperature treatments was proposed.