Induced residual tensile and compressive stresses from the welding process can cause premature buckling and significantly reduce the ultimate resistance of slender members subjected to compression and/or bending. Traditional destructive methods are only able to measure residual stresses at the surface and the stress distribution is usually assumed to be constant or linear through the thickness. While this may be justified because of the relatively small thickness in comparison to the width and length of component plate elements, there is no concrete evidence supporting the assumed constant or linear through-thickness stress distribution. In this paper, the non-destructive neutron diffraction method is used to measure through-thickness residual stresses of welded cruciform specimens of different configurations, including three fillet welded configurations with different weld sizes and one butt welded configuration. Nonlinear variations in through-thickness residual stress in the longitudinal, transverse, and normal directions were observed near the welds, with the maximum stresses at the surface and the minimum stresses at the mid-thickness. The paper further develops a thermomechanical elastic-plastic finite element model to predict the through-thickness residual stress distribution in areas beyond the weld zone. Additionally, a thermomechanical elastic-plastic finite element analysis was conducted for a T-joint specimen, where the residual stress distributions in the flange and web are similar to those of a welded I-section.