A new measurement method of residual stress distributions in the depth direction was proposed. In this method, the residual stress distribution is obtained from three kinds of diffraction data by the following process. First, a temporary residual stress distribution in the depth direction is assumed. Theoretical 2theta-sin(2)psi diagrams for each wavelength are calculated by the cos psi method which was developed by one of the authors. The total difference between the theoretical and experimental values of the diffraction angle in 2theta-sin(2)psi diagrams is calculated. Minimizing the error using the quasi-Newton method, the assumed stress distribution was optimized. Finally, the optimized 2theta-sin(2)psi diagrams for each diffraction plane and the detailed stress distribution are determined. The proposed method was applied to shot-peened surfaces and fatigue fracture surfaces of steel. The synchrotron radiation (SR) system at the Photon Factory (PF) of the High Energy Accelerator Research Organization, KEK, in Tsukuba, Japan was used as the X-ray source. Measured diffractions were 211, 220 and 310 of alpha-Fe. Wavelengths used to measure each diffraction were 0.228, 0.197 and 0.176 nm respectively. We adopted the constant diffraction angle of 2theta=154 deg for all diffraction planes tested. The range of X-ray tilt angle psi was 0-65 deg. The depth profile of the residual stress in a thin layer near the shot-peened surface was estimated using the proposed method. The experimental diagrams of 2theta-sin(2)psi for the estimated depth profile of residual stress coincide well with calculated one for all diffraction measured in this study.