Selective Laser Melting (SLM) has a great industrial potential since it enables, from metal powder beds, producing full density complex monolithic part. The high temperature gradient resulting from the locally concentrated energy input leads to strong temperature fields driving to residual stress gradients, cracks formation and part deformations. Resulting stress and texture gradients arise from the interdependent physical phenomena (metallurgical, thermal, mechanical and fluid mechanics aspects) occurring during the process and the different thermal environment and surrounding thermal history of the considered position. Present proposal focus on the residual stress being built in two SLM-prepared Fe-based alloys with having different mechanical properties in order to provide the comprehensive data set needed to develop more realistic multiscale thermomechanical Finite Elements model.