Due to the importance of the SiGe/Si heterostructure in the fields of thermoelectric and electronic applications, SiGe/Si heterostructures have been extensively investigated. For practical applications, thermal stability of the heterostructure during the thermoelectric power generation or fabrication process of electronic devices is of great concern. In this work, we focused on the effect of thermal annealing on the defect configuration in the SiGe/Si heterostructure. The formation mechanism of planar defects in an annealed SiGe/Si heterostructure was investigated by transmission electron microscopy. Due to the interdiffusion of Si and Ge, interface migration phenomena were observed in annealed heterostructures. Because of the strain gradient in the migrated region between the original interface and the migrated interface, the glide of misfit dislocation was observed in the region and planar defects were produced by the interaction of the gliding misfit dislocations. The planar defects were confined to the migrated region, and dislocation pileup by strain gradient was the origin of the confinement of the planar defect.