This paper reviews the analytical measurements of thermal residual stresses (TRS) for continuos fiber reinforced titanium matrix composites, such as X-ray and neutron diffraction, layer removal method, slitting method, selectively matrix corrosive method and so on, and the effect of TRS on mechanical properties of the composite, and discusses the different kinds of methods for reducing the thermal residual stresses. Finally, present investigative limitation and areas for further research are outlined.