Surface state of metallic parts and components, plays a significant role in their fatigue behaviour. The parameters describing a surface state are : surface roughness, surface residual stresses and surface hardness. These different parameters result from the response of a material to a machining procedure, employed for the fabrication of metallic parts. For the sake of fatigue design of parts or components, residual stresses are often considered to be mean stresses, present during whole fatigue life and added to the applied external loading. A few papers intend to highlight that under cyclic loading, the residual stresses do not remain constant because of material hardening. Generally the evolution of residual stresses is monitored with the help of interrupted fatigue testing. This allows us to use the normal test equipment but renders the task very laborious; moreover it can affect the fatigue behaviour of test specimens in certain cases. Consequently, the number of measurements is quite limited. In order to monitor the evolution of residual stresses in situ during fatigue testing, the Department of Mechanical Engineering of ENSICA and the X-rays Division of CEMES have developed a new experimental device. This device is adaptable to a four circles SEIFERT goniometer as well as to a Philips Scanning Electron Microscope, and permits measuring of residual stresses with X rays diffraction method. In order to validate this experimental set-up, comparative stress measurements have been carried out under various static and dynamic loading conditions, on a carbon steel test specimen machined with different procedures.