A new set-up for X-ray microdiffraction has been developed on the ESRF beamline ID22. This set-up allows very local characterisations of materials, the size of the focussed beam being only of a few microns and the position of the beam on the specimen being determined with an accuracy of about 30 microns. Data such as average size of the coherently diffracting volume, local dislocation density, residual stresses, local fluctuation of the residual stresses, intragranular misorientation, can be obtained from the X-ray intensity distribution on a 2-D detector. The first application on an IF-Ti steel after different thermomechanical treatments (recrystallization, cold-rolling, annealing) is presented.