Nanocrystalline FeAlN and FeTaN films are prepared by direct growth and crystallization of their as-deposited amorphous films, respectively. The two films both show soft magnetism of nanocrystalline, but their uniaxial anisotropy is observed to be different from each other. Measurements of microstructure reveal that Ta addition leads to higher N-solubility in these films, and results in larger lattice dilation and more compressive stress. The uniaxial anisotropy is the consequence of the anisotropic distribution of interstitial N atoms in an α-Fe lattice. Al is easy to react with nitrogen, therefore the α-Fe is purer in the FeAlN film than in the FeTaN film and the stress is tensile in the FeAlN film. The difference in anisotropy may be attributed to the different microstructures in both films.