The consequences of deep rolling at cryogenic temperature, room temperature and high temperature were investigated for steel X5CrNi18‐10 (AISI 304). Near surface microstructures, martensite content and residual stresses were analyzed. It is shown that, applying different deep rolling temperatures, the near surface states of the processed specimen are altered in a characteristic way. Particularly important is that different depth distributions of strain hardening, martensite volume fraction and residual stresses can be created.