Transition metal compounds of FeSe and CuWO4 thin films have been successfully fabricated by using R.F. sputtering method. Although two kinds of transition metal compounds of FeSe and CuWO4 thin films can react with sodium electrochemically, they exhibit different electrochemical features. The nanosized metal Fe is highly dispersed into Na2Se matrix and metal Cu is extruded from Na2WO4 mixture after the FeSe/Na and CuWO4/Na cells are discharged, respectively. The conversion reaction mechanism between FeSe and Na2Se is proposed for the FeSe/Na cell. While the displacement reaction mechanism for CuWO4/Na cell is proposed for the first time based on the transmission electron microscopy (TEM) and selected area electron diffraction (SAED) data. These various mechanisms make transition metal compounds interesting materials for rechargeable sodium ion batteries.