For investigating the origin of residual stresses in welded joints, the transient thermal stresses in a carbon-manganese-silicon steel (JIS SM41B), a cast martensitic stainless steel (JIS SCS5), an austenitic stainless steel (JIS SUS304), and a titanium alloy (Ti-6Al-4V) were investigated by subjecting round bar specimens, in which both ends were fixed, to thermal of cycles. The specimens were heated in air by high-frequency induction. The cyclic thermal straining tests were conducted for the case of a single thermal cycle and the case of multiple thermal cycles, using a closed loop, servo-controlled testing machine. The experimental results made clear that the transient thermal stress behavior was dependent on metallurgical effects, such as phase transformations, strain hardening, the Bauschinger effect, etc. The effects on phase transformation on the transient thermal stress behavior of SCS5 and SM41B were especially remarkable. However, the effects of phase transformations on the residual stresses due to the thermal straining cycle were negligible in SM41B and not observed in both SUS304 and Ti-6Al-4V. The residual stresses tended to increase with increase of the peak temperature of thermal cycles in SM41B, SUS304 and Ti-6Al-4V. However, when the peak temperature increased above 600°C in SCS5, the residual stress rapidly decreased and became compressive because of the expansion due to the martensite transformation. This study led to the conclusion that the transient thermal stresses for various peak temperatures could easily be obtained by an incremental step test using a single specimen and that this incremental step test could simply estimate the residual stress character of butt-welded joints.