Welding is one of the essential stages in the manufacturing process of mechanical structures. Friction stir welding structure of aluminum alloy has been used as a primary supporting member in aerospace equipment. However, friction stir welding inevitably generates residual stress that promotes the initiation and propagation of cracks, threatening the performance of the welded structure. Shot peening can effectively change the distribution of residual stress and improve the fatigue properties of materials. In this paper, friction stir welding and shot peening are performed on 2219 aluminum alloy plates. The residual stress fields induced by friction stir welding and shot peening are measured by using the X-ray diffraction method and incremental center hole drilling method, and the distribution characteristics of residual stress fields are analyzed. The effect of the pellet diameters and pellet materials used in shot peening on the redistribution of welding residual stress field are investigated. The pellet diameter used in the experiment is in the range of 0.6–1.2 mm, and the pellet material includes glass, steel, and corundum. This study provides guidance for the application of shot peening in friction stir welding structure of 2219 aluminum alloy.