Due to hot forging during the production process or the cyclic deformation, there may be residual stress in structural or mechanical components. Residual stress will reduce the strength or service life of the component. The hole drilling method described in ASTM-E837-01 is a semi-destructive measurement method, which can be used to measure the residual stress. The smaller the hole is, the less damage the specimen has and the closer this method is to the non-destructive testing. However, if the hole is too small, the strain gauge can no more be used to measure the strain around the hole. This research applies the digital image correlation method to measure the strain in the micro-scale hole drilling method. The result shows that the trend and values of the measured strain are consistent with the theoretical values of ASTM and the determined residual stresses and direction are close to the theoretical values.