FEM simulation is performed during quenching process to investigate the generation mechanism and control the residual stress distribution for composite rolls. A large number of experimental data of shell and core materials are utilized for the wide range of temperature considering the quenching process. The results verify that initially the tensile stress appears at the roll surface but finally the compressive stress occurs. Furthermore, the effect of shell-core cross sectional ratio on the residual stress is considered. The results show that the residual stress only slightly increases with increasing the shell-core ratio.