Cation exchange offers a strong postsynthetic tool for nanoparticles that are unachievable via direct synthesis, but its velocity makes observing the onset of the reaction in the liquid state almost impossible. After successfully proving that cation exchange reactions can be triggered, performed, and followed live at the solid state by an in situ transmission electron microscopy approach, we studied the deep mechanisms ruling the onset of cation exchange reactions, i.e., the adsorption, penetration, and diffusion of cations in the host matrices of two crystal phases of CdSe. Exploiting an in situ scanning transmission electron microscopy approach with a latest generation heating holder, we were able to trigger, freeze, and image the initial stages of cation exchange with much higher detail. Also, we found a connection between the crystal structure of CdSe, the starting temperature, and the route of the cation exchange reaction. All the experimental results were further reviewed by molecular dynamics simulations of the whole cation exchange reaction divided in subsequent steps. The simulations highlighted how the cation exchange mechanism and the activation energies change with the host crystal structures. Furthermore, the simulative results strongly corroborated the activation temperatures and the cation exchange rates obtained experimentally, providing a deeper understanding of its phenomenology and mechanism at the atomic scale.