Shot-peening is a common mechanical surface treatment used in automotive and aeronautical industries to enhance life duration of mechanical parts by introducing compressive residual stresses. TRIP 780 steel fatigue type specimens are shot-peened and loaded under cyclic bending. The martensite phase transformation and the evolution of residual stresses in the different phases are determined by XRD at different numbers of cycles. A FEM model is also proposed to better understand the evolution of residual stresses in the first cycles.