Thermal stress relief (TSR), vibration stress relief (VSR), and thermal and vibratory Stress relief (TVSR) have all been proven to be effective for residual stress relief. So far, no comparison has been made between the effects on residual stress relief of these three stress release methods. In this study, twelve 2219 aluminum alloy welding samples were divided into four groups. One of the groups is used as a reference without any stress relief treatment. The other three groups were processed by TSR, VSR, and TVSR, respectively. The residual stresses of depths of 0–1.2 mm are measured. Results show that small and uniform stresses are observed in the 2219 aluminum alloy welding samples after TSR, VSR, and TVSR treatment. TSR treatment decreased the peak residual stress much more than VSR and TVSR treatment. The maximum reduction of the peak residual stress is 50.8% (210 °C) in the transversal direction and 42.02% (185 °C) in the longitudinal direction after TSR treatment with the temperature range 140 °C to 210 °C. In terms of residual stress homogenization, although the TSR treatment has an advantage perpendicular to the weld direction, the effect parallel to the weld direction is not ideal. The TVSR has a good effect in both directions.