In this work the reliability of the hole-drilling technique (HDT) for measuring welding residual stresses was analysed. HDT residual stress results were systematically compared with those determined by X-ray diffraction. A systematic overestimation of the residual stresses determined by HDT was observed, which was mainly attributed to the possibility of the so-called plasticity effect occurring. Experimental results were discussed taking the measurement principles of both techniques into consideration. In addition, preliminary results of a numerical study, using the finite element method, will be presented for a better understanding of the plasticity effect on HDT residual stress results.