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Abstract Iron rhodium (FeRh) undergoes a first‐order anti‐ferromagnetic to ferromagnetic phase transition above its Curie temperature. By measuring the anomalous Nernst effect (ANE) in (110)‐oriented FeRh films on Al₂O₃substrates, the ANE thermopower over a temperature range of 100–350 K is observed, with similar magnetic transport behaviors observed for in‐plane magnetization (IM) and out‐of‐plane magnetization (PM) configurations. The temperature‐dependent magnetization–magnetic field strength (M–H) curves revealed that the ANE voltage is proportional to the magnetization of the material, but additional features magnetic textures not shown in the M‐H curves remained intractable. In particular, a sign reversal occurred for the ANE thermopower signal near zero field in the mixed‐magnetic‐phase films at low temperatures, which is attributed to the diamagnetic properties of the Al₂O₃substrate. Finite element method simulations associated with the Heisenberg spin model and Landau–Lifshitz–Gilbert equation strongly supported the abnormal heat transport behavior from the Al₂O₃substrate during the experimentally observed magnetic phase transition for the IM and PM configurations. The results demonstrate that FeRh films on an Al₂O₃substrate exhibit unusual behavior compared to other ferromagnetic materials, indicating their potential for use in novel applications associated with practical spintronics device design, neuromorphic computing, and magnetic memory.