The demand for higher efficiency of energy production in fossil-fired power stations needs the increase of working temperatures up to 625 °C. This limitation is given by creep properties of the materials used for steam turbines and the other parts under long high-temperature exploitation. The most widely used materials for this application remain steels. From thermodynamic points of view, the steels can be thermodynamically treated as Fe-Me-N-C based closed systems. Phase diagrams and temperature dependent carbon and nitrogen activities of the steels can be calculated using CALPHAD approach, which is based on semiempirical thermodynamic model of the multicomponent/multiphase system and integral thermodynamic condition of phase equilibrium. The activities of all elements can be obtained mathematically. In this contribution, the CALPHAD method is applied on an investigation of the heterogeneous welds, for bainitic and martensitic base materials and for electrodes and filler weld alloys. Calculated temperature dependences of carbon and nitrogen activity are very important for a design of dissimilar weld joints. This information is essential, for example, for life-time estimations of the heterogeneous welds under high temperature creep.