Abstract: The existence of residual stresses has a significant impact onthe material performance, such as fatigue strength, stress corrosion and shape accuracy, so it is very important to accurately measure the residual stresses. The current measurement methods of residual stress were summarized, and the instrumented nanoindentation measurement for surface residual stresses of small volume material was emphasized. By combining nanoindentation with the finite element analysis method, not only residual stress field can be calculated under a given condition, but also the formation and evolution of residual stress can be determined, and especially it is possible to analyze the mechanics when the indentation process enters into plastic phase and to establish mechanics models. The characteristics and application scope of several residual stress measurement method were compared, and the development trend was analyzed. This paper also pointed out that the measurement technology should be developed towards the nondestructive, quick and unpolluted direction.