High-energy ball milling has been performed on FexAl1-x powder mixtures with x=0.75, 0.50, 0.25 and 0.20. X-ray diffraction, Mossbauer spectroscopy and electron microscopy have been used to characterize the samples milled for different times and annealed in a differential scanning calorimeter. It is found that, during milling, there is diffusion of both elements into each other, with a prevalence of iron diffusion into aluminium, at least in the early stages of the process. This behaviour is more pronounced in the aluminium-rich samples. The growth of the Fe(Al) and Al(Fe) solid solutions has been observed for x greater than or equal to 0.5, different from the lower iron concentrations where the Fe(Al) phase has not been detected. The annealing of pre-milled samples favours the formation, depending on the sample composition and on the annealing temperature, of intermetallic phases such as Fe3Al, FeAl, Fe2Al5 and FeAl3.