Cross-sectional gradients of residual stresses, phases, microstructure, composition and mechanical properties within the near-surface regions of thermo-chemical treated steels are decisive for the balanced mechanical properties of the final products. In this work, a correlative cross-sectional micro-analytics is introduced to assess those gradients in an exemplary nitrided steel sample to a depth of ~0.8 mm. Cross-sectional synchrotron X-ray microdiffraction with an energy of 87.1 keV and a spatial resolution of 20 µm was performed in transmission diffraction geometry. At first, a methodology to evaluate residual stress magnitudes from two-dimensional X-ray diffraction data is discussed. The data from a ~2.5 mm long sample gauge volume indicate complex residual stresses and near-surface microstructure gradients with a maximal compressive stress of ~-400 MPa, descending diffraction peak broadening and variable crystallographic texture. The results correlate well with the complementary analyses of Vickers micro hardness and sample cross-sectional morphology. In summary, the correlative cross-sectional micro-analytics documents the possibility to determine and correlate a variety of mechanical, structural, morphological and chemical sample parameters obtained using cutting-edge characterization approaches. The complex experimental data can be further used to adjust and verify numerical and technological models.