I have to do like this:
//Disable writing to screen
BlendState disableColorBufferState = new BlendState();
disableColorBufferState.ColorWriteChannels = ColorWriteChannels.None;
spriteBatch.Begin(SpriteSortMode.Immediate, disableColorBufferState, null, stencilAlways, null, alphaTestEffect);
//draw here
spriteBatch.End
//Enable it again to draw another model
BlendState enableColorBufferState = new BlendState();
enableColorBufferState.ColorWriteChannels = ColorWriteChannels.All;
spriteBatch.Begin(SpriteSortMode.Immediate, enableColorBufferState);
spriteBatch.End();
//Draw another 3D model here