Contradictions have arisen in interpreting the parameter dependences of the residual stress in the parts formed via selective laser melting (SLM), which is thought to be clarified in the present article. Parametrical experiments were designed and conducted firstly to concentrate on the dominant significance of the typical thermal cycling in SLM. An integral definition of volumetric energy density was proposed to consider the laser beam profile and spot size. It has been proved both by the XRD and EBSD experiments that the correlation between residual stress and energy density depends on the peculiar characteristic of thermal cycling.