Mechanical properties of case modified steels depend decisively on the near-surface gradients of residual stresses, microstructures, phases and chemical composition, which are generated by the empirically well-established case-hardening techniques. Currently, however, to obtain the correlation between near-surface structure–property gradients, applied hardening process parameters and steels’ overall performance is a very challenging task. In this work, high-energy synchrotron cross-sectional X-ray diffraction (CSmicroXRD) using a pencil beam cross-section of 20 × 500 μm2 and complementary analytical techniques are used to characterize the surface-to-bulk gradient of (i) a plasma nitrided steel W300, (ii) a carburized case hardening steel (grade 18CrNiMo7-6) and (iii) a shot-peened high strength steel, type 300M. CSmicroXRD analysis reveals complex gradients of martensite and austenite phases, residual stresses in both phases, crystallographic texture and the evolution of diffraction peak broadening with a spatial resolution of ~20 μm. These parameters are correlated with the gradients of hardness, morphology-microstructure and with the changes in N and C concentrations and/or retained austenite formation/depletion in all three model samples. Finally, the correlative micro-analytics approach indicates the complexity of near surface structure-property relationships as well as the importance of innovative cross-sectional characterization, which allows for assessing gradual near-surface physical and/or chemical changes accompanying thermo-chemical and mechanical surface treatments.