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Niobium is commonly used for superconducting quantum systems as readout resonators, capacitors, and interconnects. The coherence time of the superconducting qubits is mainly limited by microwave dissipation attributed to two-level system defects at interfaces, such as the Nb/Si and Nb/air interface. One way to improve the Nb/air interface quality is by thermal annealing, as shown by extensive studies in 3D superconducting radio frequency (SRF) cavities. However, it is unclear how the microstructure and chemistry of the interface structures change during heat treatment. To address this knowledge gap, we comprehensively characterized Nb films deposited on Si wafers by physical vapor deposition, including (1) an Nb film from a transmon and (2) an Nb film without any patterning step, using an aberration-corrected transmission electron microscope. Both Nb films exhibit columnar growth with strong [110] textures. There is a double layer between the Nb film and Si substrate, which are amorphous niobium silicides with different Nb and Si concentrations. After in-situ heating of the heterostructure at 360°C inside the microscope, the composition of the double layers at the Nb-Si interface remains almost the same despite different thickness changes. The initial amorphous niobium oxide layer on Nb surface decomposes into face-centered cubic Nb nanograins in the amorphous Nb-O matrix upon heating.