In situ high-energy X-ray diffraction using a synchrotron source performed on a steel metal matrix composite reinforced by TiC allows the evolutions of internal stresses during cooling to be followed thanks to the development of a new original experimental device (a transportable radiation furnace with controlled rotation of the specimen). Using the device on a high-energy beamline during in situ thermal treatment, we were able to extract the evolution of the stress tensor components in all phases: austenite, TiC, and even during the martensitic phase transformation of the matrix.