The generation of residual stress and the influence on the performance of materials are summarized. The current measurement methods of residual stress are introduced. Their theory, application and features are analyzed, especially the methods of X-ray diffraction, neutron diffraction, nanoindentation and hole-drilling. The techniques of calibration for residual stress based on sample and instrument function are given. The importance of calibration for the residual stress measurement are emphasized. The future development of measurement and calibration methods on residual stress are prospected.