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The article reports on the TEM investigations of microstructure features after Xe irradiation (360 keV and 5 × 1016 cm−2) of ZrN, Si3N4 monolithic films and ZrN/SiNx multilayered film deposited by magnetron sputtering. Results of TEM study of ZrN nanocrystalline film, irradiated by Xe ions, have shown that this film seems to be almost unaffected by the implantation. Only a small amount of damage is observed. In SiNx amorphous film, irradiated by Xe ions, a lot of large (up to 40 nm) and small (∼5 nm) bubbles were found. The accumulation of implanted xenon (formation of large bubbles) at the depth corresponding to maximum radiation damage was revealed. In the case of multilayered film, it was found that the boundaries of crystalline ZrN-amorphous SiNx layers close to the implantation range have been smeared in zone of the maximum energy release for implanted ions. Small bubbles can be seen in SiNx amorphous layers while they are located in the middle of the layer.