We applied single laser pulse irradiation and laser peening without coating (LPwC) to materials that had different coefficients of thermal expansion (CTEs) to confirm the thermal effects on the surface residual stress (SRS) of the materials. First, 1000 MPa-grade high-strength steel (HT1000) and silicon nitride ceramics (Si3N4) were irradiated underwater with one pulse of a frequency-doubled Q-switched Nd:YAG laser. Si3N4 was also subjected to multiple-pulse laser irradiation of 2, 4, and 10 pulses on the same spot. The SRS within the laser-irradiated spots was measured by X-ray diffraction (XRD); the results showed that the SRS on HT1000 ranged from 600 to 700 MPa in tension, whereas the SRS on Si3N4 with a lower CTE was approximately 300 MPa in compression. Next, Fe-Ni low-expansion alloys with different CTEs were fabricated and subjected to LPwC followed by XRD; their characteristics were compared with SUS304, Alloy600, and Si3N4. The results showed that the SRS was closely correlated with the CTE of the materials. The SRS of Fe-Ni low-expansion alloys tended to be compressive, even under LPwC conditions where the SRS would not be sufficiently compressive for materials that had a high CTE, such as SUS304 and Alloy600, suggesting that CTE is an important index that is closely related to SRS status after LPwC. The SRS of Si3N4 with a low CTE was always approximately 300 MPa in compression, regardless of the pulse density, including single- and multiple-pulse laser irradiation. These results indicated that the SRS of Si3N4 became saturated in a compressive state after single pulse irradiation.