The aim of this study is to investigate different states of residual stress generated by high-speed face milling in specimens of AA 7075-T6 aluminium alloy. The residual stresses are evaluated along the symmetry axes of the generated surfaces and also in the centroids corresponding to the conventional and climb cutting zones. An indentation method, based on the use of a universal measuring machine, is employed to determine the normal and shear components of residual stress. It is noteworthy that the use of this method makes possible to significantly reduce the absolute error of measurement. Different Mohr's circles are evaluated to compare the residual stress states introduced in the conventional and climb cutting zones. Finally, the results are analyzed in terms of mechanical and thermal effects generated in the primary cutting zone.