Macroscopic residual stresses on the surface and their depth distributions in steels ground in various cooling environments represent the central issue of this contribution. The specimens were manufactured from three ferrous materials – carbon steel C45, low carbon Mn-Cr steel 16MnCr5 and corrosion-resistant chromium steel M300, and consequently ground with face grinding machine and corundum wheel in three regimes of heat removal: ambient air, emulsion of water and synthetic fluid for grinding operations and cooling air from Ranque –Hilsch vortex tube. Methods of X-ray diffraction (XRD) analysis were applied for evaluation of anisotropic state of triaxial residual stress. Since the XRD is sensitive to surface layers of only a few micrometers in thickness, electro-chemical etching had to be employed in order to obtain gradients of chosen components of macroscopic residual stress tensor.