Since the coefficient of thermal expansion (CTE) of matrix phase is larger about 4 times than that of W particle in tungsten heavy alloy, the thermal stresses due to the CTE difference between the two phases are induced in the alloy during heating and cooling processes. In the present study, a series of W heavy alloy containing various W particle volumes of 0 to 90% is made to investigate the residual stress taking place during cooling process. The CTE and residual stress of the series of alloy are measured by dilatometer and X-ray diffractometer. The residual stress of W particle is in compressive stress irrespective of W particle vol% and tends to increase with decreasing W particle vol% while that of the matrix phase is in tensile stress. The measured residual stress of W particle is about a third of calculated thermal stress. The influence of W particle vol% on the residual stress of W heavy alloy is discussed in terms of the deformation behaviors of W particle and matrix phase.