The evolution of micro- and macrostresses in a duplex stainless steel during uniaxial loading has been investigated in situ by X-ray diffraction. Due to differences in the coefficient of thermal expansion between the two phases, compressive residual microstresses were found in the ferritic phase and balancing tensile microstresses in the austenitic phase. The initial microstresses were almost two times higher in the transverse direction compared to the rolling direction. During loading the microstresses increase in the macroscopic elastic regime but starts to decrease slightly with increasing load in the macroscopic plastic regime. During unloading from the plastic regime the microstresses increases by approximately 35 MPa in the direction of applied load but remains constant in the other directions.