Machining residual stresses are considered as part of surface integrity and a consequence of the machining process. Theses stresses are closely correlated with the corresponding process parameters, including the work material properties. As it is well known, not only the mechanical but also the physical properties of the work materials have great influence on machining residual stress. This was demonstrated in the present work through studying the residual stress and work hardening induced by the turning of AISI 316L and AISI 1045 steels. The residual stresses were determined at the workpiece surface and in-depth using the X-ray diffraction technique. To understand the influence of the work material properties on the residual stress and work hardening distributions, the mechanical and thermal phenomena occurring during the cutting process were studied, using a t developed experimental procedure. The experimental setup included a piezoelectric dynamometer to determine the cutting forces, and thermal imaging equipment developed to assess the temperature distribution in the deformation zone in turning. The results showed that the cutting forces and temperatures in the machining of 316L steel are much higher than those in the machining of 1045 steel. Thus, machining 316L steel, when compared to 1045 steel, results in higher superficial residual stresses and stronger in-depth residual stress gradients, higher superficial work-hardening and greater thickness of the work hardened layer.