We study the nature of pressure-strain interaction at reconnection sites detected by NASA's Magnetospheric Multiscale Mission. We employ data from a series of previously published case studies, including a large-scale reconnection event at the magnetopause, three small-scale reconnection events at the magnetosheath current sheets, and one example of the recently discovered electron-only reconnection. In all instances, we find that the pressure-strain shows a signature of conversion into (or from) internal energy at the reconnection site. The electron heating rate is larger than the ion heating rate and the compressive heating is dominant over the incompressive heating rate in all cases considered. The magnitude of thermal energy conversion rate is close to the electromagnetic energy conversion rate in the reconnection region. Although in most cases the pressure-strain interaction indicates that the particle internal energy is increasing, in one case, the internal energy is decreasing. These observations indicate that the pressure-strain interaction can be used as an independent measure of energy conversion and dynamics in reconnection regions, in particular, independent of measures based on the electromagnetic work. Finally, we explore a selected reconnection site in a turbulent Particle-in-Cell simulation which further supports the observational results.