The main objective of this work was to evaluate the influence of turning parameters on the generation of residual stresses in AISI 1045 steel bars. Therefore, effects of four main parameters as feed rate, cutting velocity, tool nose radius, and rake angle were analyzed. Residual stresses investigation through X-ray diffraction (XRD) was carried out at different depths (surface, 5, 10, 20, 50, and 75 μm). As the samples showed distinct roughness patterns with variable amplitude and shape, and based in a previous work, samples were classified in two main groups accordingly with surface finishing (regular and irregular). The current results showed that feed rate and cutting speed played the major influence on residual stress distributions. Moreover, the tool nose radius affected surface residual stresses, whereas the rake angle did not significantly change it. Finally, samples could be divided in two residual stress groups, showing a direct relation of surface finishing quality and residual stresses.