The structural evolution of tensile stretched ultra high molecular weight polyethylene (UHMWPE) and high density polyethylene (HDPE) samples to an intermediate strain before the completion of fibrillation upon heating was investigated by means of small-angle X-ray scattering (SAXS) and wide angle X-ray diffraction techniques (WAXD). Six-point SAXS patterns illustrated the existence of two populations of lamellae, one at the inclined direction belonging to the original lamellae experienced deformation of slip processes and another at the tensile direction (meridional lamellae) which were newly formed ones due to fibrillation (stress induced melting-recrystallization). Surprisingly, the inclined lamellae exhibit better thermal stability compared to meridional lamellae in UHMWPE sample, whereas in the HDPE sample the situation is opposite. It turns out that this higher stability of original deformed lamellae at the inclined direction is due to the much higher number of tie chains and more stable entangled amorphous network in UHMWPE which minimizes the surface free energy of those lamellae during heating.