A new method is reported to determine a triaxial residual stress (RS) profile as a function of the distance z from the surface from experimental X-ray data for several penetration depths tau without using a Laplace transformation explicitly. The method is based on the fact, that if stress states in a thin layer vary linearly over the depth of the isolated layer, an experimentally determined RS value sigma(tau) for a particular tau corresponds to sigma (z) with z = tau. The method requires at least two strain-tau -profile measurements at the as-manufactured surface and at each new surface after stepwise removal thin layers using different lattice planes {hkl} or wavelengths lambda or the diffractometer both in the Omega- or Psi -mode. In case of a biaxial stress state it is sufficient to measure a single strain-tau -profile in each step.