This paper characterises the residual stress in nuclear reactor pressure vessel steel clad with nickel-based alloy and investigates the interaction between residual and thermal stresses during thermal shock. Residual stress measurements were made on two plates of SA508 Grade 4N steel, clad with Alloy 82 nickel-based alloy. The techniques used to measure the residual stresses were: deep hole drilling, centre hole drilling, and the contour method. One plate was as-welded, the other post-weld heat-treated. The post-weld heat-treated plate was subjected to thermal shock by heating it up and then spraying the surface of the cladding with cold water. The residual stress was measured again afterwards. A finite element simulation was made to investigate the physical mechanisms causing residual stress redistribution during thermal shock. Thermal shock caused significant residual stress redistribution in the cladding due to elastic-plastic interaction between the thermal stress and the cladding residual stress. The results demonstrate that an assessment of the safety of a reactor pressure vessel during thermal shock could be conservative for small surface defects if it is assumed that residual and thermal stresses combine elastically.