Thermal effects have been studied in the course of sorption-desorption of hydrogen isotopes by a finely powdered palladium deuteride using a differential scanning calorimeter DSC-111 SETARAM. During α-β transition an excess heat release is observed in palladium deuteride of about one watt per gram of deuteride. In similar experiments with palladium hydride no anomalous effects have been observed. On the basis of earlier computer modelling, relevant publications and our experimental results, the excess heat release during deuterium sorption-desorption by palladium deuteride is attributed to the fusion reactions of deuterium atoms yielding helium.