The paper provides a general introduction to methods of measurement of residual stresses on railway wheels. Determination of residual stress distribution is necessary for the prediction of wheel service life and possible catastrophic failure. Therefore experimental section is devoted to residual stress measurement using strain gauges according to standard EN 13262 + A1. During measurement, several segments of tested wheel were cut by abrasive water jet to detect changes of residual stresses on specified places. It was found that abrasive water jet technology can cut wheel segments faster, more accurately and with negligible mechanical and thermal load compared to mechanical cutting by band saw. Therefore the use of abrasive water jet is recommended for the measurement of residual stresses in railway wheels.