The large difference in the coefficient of thermal expansion between the matrix alloy and the particle in a metal matrix composite gives rise to residual stresses in the material. In the present work the effect of cold rolling and four-point bending fatigue on the residual stress state of a silicon carbide particle reinforced aluminium alloy (AA 2014) has been investigated. The three dimensional stress state measured in both phases: matrix and reinforcement, has been determined by using an X-ray diffraction technique. It was found that cold rolling induces surface compressive macrostresses of about -250 MPa, with a penetration depth around 2 mm. The absolute values of the pseudomacrostresses in both phases are significantly reduced due to the single track rolling. Stress relaxation occurs during four-point bending fatigue