AlSi10Mg is a representative aluminum alloy composition used in additive manufacturing (AM), with good mechanical properties and light weight. However, high energy in the PBF process to overcome heat reflectivity induces thermal gradients and residual stress (RS) in products. In this study, surface RS in AM AlSi10Mg alloy parts was characterized using various non-destructive methods. The results of X-ray diffraction-based analysis (Williamson–Hall plot, sin2ψ, and cos α methods) and nanoindentation method were compared. In addition, the electron channeling contrast imaging (ECCI) technique was used for observation of dislocations within precipitates generated and coarsened by heat treatment. In the case of build direction, the tensile RS (46–188 MPa) of in as-built samples changed to compressive RS (28–51 MPa) after heat treatment. All of the applied approaches produced consistent trends in the results, although the W-H plot and nanoindentation methods differed, and the reason for this was discussed.