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Hello, there are literally thousands of thermostats that have existed, without the brand and model number I cannot tell you if it has batteries.
IF however you have been operating it for 20 years we know for sure that it is powered from the furnace and has no power batteries in it... it may have a battery used to power the thermostats memory during any power failures.
You should be able to use a knife to gently pry the front of the thermostat from its wall mount plate, if there is a battery you see it there.