Non-isothermal processes in nanometric metallic multilayers are reviewed, both experimentally and theoretically. The Ni/Al nanofoil is considered as a model system. On the one hand, the experimental methods of elaboration and analysis are presented and, on the other hand, the modeling approach at the macroscopic and atomic scale. The basic experimental features are reported together with recent achievements. Molecular dynamics investigation of the reactivity of Ni/Al systems is reported for bulk systems and nanosystems including nanoparticles, nanowires, nanofilms, and multilayers. The focus is on atomic-scale modeling versus experiments. Molecular dynamics approaches allow us to elucidate the mechanisms of nonisothermal processes occurring in nanoscale systems, such as phase transformations and self-propagation reactions.