During the welding process, a material is subjected to thermal cycles with rapid heating and cooling rates resulting in residual stress in the weld and the base metal. These residual stress may affect the mechanical performance leading to premature failure of components. Therefore, it is critical to have a detailed knowledge of the residual stress distribution in the weld region as well as in the vicinity in order to predict the service life of components. Due to the high neutron penetration power, neutron diffraction is one of the most useful techniques for nondestructive evaluation of residual stress in welded regions within the bulk. In this paper, neutron diffraction was used to investigate the residual stress distribution within three single bead-on-plate welds of P91 martensitic steel. Residual stress measurements were performed at different neutron diffraction instruments and different methodology of stress determination was applied. Measurements were carried out at the diffractometers Engin-X (ISIS Neutron Source, Rutherford Appleton Laboratory), E3 (BER-II, Helmholtz-Zentrum Berlin) and SALSA (Institut Laue-Langevin). The results of the measurements presented here, were used to determine the variability of the three instruments and compare the effect of different welding parameters on residual stress. The residual stress measurements were also compared with the respective results of the Task Group 1 (TG1) of the European Network on Neutron Techniques standardization for structural integrity (NET).