This paper presents near to the surface and bulk residual stress distributions in a new rail measured by using an integrated incremental centre-deep hole drilling technique. It was found that the incremental centre hole drilling and deep hole drilling worked well as complementary techniques. The residual stresses measured by using the integrated drilling technique were compared with residual stresses measured by neutron diffraction and the two sets of results were found to be in good agreement. Particularly, a very good match was seen in the web, where the effect of cutting the rail for ND measurements was the lowest. As it can be applied to an uncut rail, the integrated incremental centre-deep hole drilling technique is better suited for residual stress measurement in rails.