Multi-reflection grazing incidence geometry, referred to as MGIXD, characterized by a small and constant incidence angle, was applied to measure low surface stresses in very thin layers of Al–Mg alloy and CrN coating. These two materials were selected in order to deal with the low and high levels of residual stress, respectively. The influence of different mechanical treatments on residual stresses was studied for Al–Mg samples. It was found that both rolling and mechanical polishing influence the distribution and amplitude of residual stress in surface layers. In the case of CrN coating, a very high compressive stress was generated during the deposition process. The stress distributions determined by the MGIXD method is in good agreement with the classic sin²ψ technique results for all studied samples. In performing stress measurements for a powder sample, it was found that the application of the Göbel mirror in the incident beam strongly reduces statistical and misalignment errors. Additionally, the root mean square values of the third order lattice strain within diffracting grains were determined.