AF1410 steel is a kind of high alloy secondary hardening ultrahigh strength steel, which is developed for structural applications where the combination of high strength and high fracture toughness is required. The distribution of residual stresses affects the fatigue life and stress corrosion resistance of the components in service. The distribution of surface residual stresses on the components should be controlled by the machining process. Little investigation about the residual stresses on AF1410 steel had been studied previously. In this study, two AF1410 cylindrical workpieces were machined by cylindrical grinding with a white alumina (WA) grinding wheel and under water base cooling fluid. Two groups of experiments were set to investigate the influences of different radial depths of grinding and the finishing process on the residual stresses. The residual stresses along grinding and feed directions were measured respectively using X-ray method. The rule of the residual stresses variety with the radial depth of grinding (ap) was studied. The reasons causing the distinctions of the residual stresses between two groups of experiments were analyzed and the optimized grinding parameters were obtained.