Thermal residual stresses in cemented carbide composites are large, interact with applied stresses, and affect deformation and toughness. Their magnitudes are high (e.g., +2 GPa for Co and −0.4 GPa for WC in WC-10 wt.% Co) and their distributions are complex. Magnitudes depend on expansion coefficients, binder content, and particle size; distribution depends on particle angularity, and is quite broad. The response of WC-based cemented carbides to applied uniaxial compression and tension has been extensively studied. It accounts for long-observed non-linearity at very low strains, plasticity-induced relaxation, unusual Poisson's ratio behavior, and changes in density with loading. It is also asymmetric, i.e., a function of load direction. The response to cyclic loading gives insight into the role of thermal residual stresses in the toughness of these materials, known for their high toughness considering their high hardness. Results for WC-Co and WC-Ni systems are presented and performance implications discussed. These studies required the use of neutron diffraction. Diffraction enables each phase to be independently observed while being loaded and unloaded; neutrons are required due to their low absorption by the heavy element tungsten and the bulk, volumetric nature of the thermal residual stresses.