The aim of this experimental study was to quantify the changes that occur to the residual-stress state and the near-surface work-hardened zone as a function of depth in a shot-peened UDIMET 720Li Ni superalloy following solely thermal exposure and in combination with strain-controlled fatigue loading at two strain amplitudes. Residual-stress measurements were performed using the sin 2 method on a laboratory X-ray diffractometer as a function of depth by successive electrochemical removal of material. It was found that the as-peened variation in diffraction-peak width (X-ray) with depth correlated well with the recorded hardness profile. A hardness increase in excess of 50 pct was recorded close to the surface. Regarding solely thermal exposure, it was found that the near-surface compressive stresses were relieved to some extent at all temperatures (350 °C to 725 °C) after short-term exposure, being reduced by up to 50 pct at the highest temperatures (650 °C to 725 °C). The isothermally fatigued samples strained at 0.6 pct amplitude displayed similar stress-relaxation behavior to the thermally loaded samples, indicating that at such small strains, stress relaxation is controlled predominantly by thermal relaxation processes. In contrast, stress relaxation following strain-controlled fatigue at 1.2 pct strain is governed by a combination of thermal and mechanical processes. The mechanically induced relaxation component is anisotropic, being significantly greater along the loading axis than transverse to it. Unsurprisingly, with increasing temperature, the thermal contribution to stress relaxation becomes increasingly important and the degree of in-plane anisotropy of stress relaxation lessens.