The mechanically activated self-propagating high-temperature synthesis (MASHS) technique was used to produce a NbAl₃ intermetallic compound. This process results from the combination of two steps: a mechanical activation of the Nb+3Al powder mixture which is followed by a self-propagating high-temperature synthesis (SHS) reaction, induced by the exothermal character of the reaction Nb+3Al. An original experiment was designed to study in-situ the formation of the NbAl₃ phase in the combustion front: time-resolved X-ray diffraction coupled with an infrared imaging technique and a thermocouple measurement were performed to monitor the structural and thermal evolution during the SHS reaction. Owing to the temporal resolution of 100 ms between two consecutive diffraction patterns, it was possible to observe several steps before obtaining the niobium aluminide compound. Indeed, the phase transformations corresponding to the aluminum melting plateau, the subsequent temperature increase to the ignition temperature, and the fast reaction between niobium and molten aluminum at such a temperature were well-identified. The NbAl₃ intermetallic compound resulting from the MASHS process is nanostructured.