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A new development in the determination of residual stresses in thin surface layers and coatings is presented. The procedure, based on the grazing-incidence X-ray diffraction geometry (referred to here as the `g-sin2 ψ' geometry), enables non-destructive measurement at a chosen depth below the sample surface. The penetration depth of the X-ray radiation is well defined and does not change during the experiment. The method is particularly useful for the analysis of non-uniform stresses in near-surface layers. The g-sin2 ψ geometry was applied for measurements of the residual stresses in TiN coatings. Anisotropic diffraction elastic constants of textured material were used to determine the stress value from the measured lattice strains. A new method of data treatment enables reference-free measurements of residual stresses.