This unit uses a Lithium-Ion rechargeable battery. It is charged by the control lines or an auxiliary charger. It should no need replacing.

If it does then you need to contact NEST for a replacement unit under their product warranty.

The 3rd & 4th gen units uses an Energizer Ultimate Lithium (L91) AA battery.

The 1st & 2nd gen units require a custom battery which is only available though NEST.