The following reactions takes place on heating of sodium nitrate.
2NaNO3 2NaNO2 + O2
The starting material NaNO3 is white solid but the product formed NaNO2 is white to slightly yellowish crystalline powder. So, although the both the starting and products are solid but their is change of colour. That is a physical change. More over new products are formed after the reaction which is different from the starting material. That is a chemical change.
Hence heating of NaNO3 shows physical as well as chemical change.