An identical shot-peening treatment was applied to steel samples with different mechanical properties. The in-depth distributions of the residual stresses were analysed by the incremental hole-drilling (IHD) method and compared to X-ray diffraction (XRD) results. The strain hardening of the near surface layers was quantified by microhardness measurements, allowing to estimate a local yield strength. Due to the shot-peening treatment, the local yield strength increased thus reducing the influence of the plasticity effect on IHD results. In some cases, II-ID can still give satisfactory results even though residual stresses exceed by far 60% of the bulk material's yield strength, normally limiting the application range of this method. Taking the local yield strength into account, a simple criterion for the assessment of IHD measurements is proposed to predict the influence of the plasticity effect in the case of shot-peening residual stress analysis.