In this work, we present a study on the magnetic properties of Joule-heated CoFeSiB glass-covered amorphous microwires under applied stress. A comparison between the magnetic properties of four samples is made: (i) as cast, Joule-heated under (ii) dc current or ac current of (iii) 100 Hz or (iv) 500 Hz. The stress modifies the anisotropy and the domain structure in such a way that it can be studied through magnetoimpedance measurements and ferromagnetic resonance (FMR) dispersion relations (DR) extracted from them. From the fitting of the FMR DR, the magnitude and the orientation of the transverse anisotropy field, as well as an insight into the micromagnetic structure of the microwires were obtained. It was concluded that longitudinal anisotropy dominates the microwire behaviour under zero stress. By applying an increasing stress to the microwires, the inner core with longitudinal anisotropy is surrounded by two concentric outer shells with almost circumferential anisotropies. These magnetic configurations can be explained in terms of the residual stress arising from the wire's manufacturing procedure and the additional applied stress.