X-ray and neutron diffraction techniques, in the lab or at large scale facilities (synchrotron and neutrons sources) are used to infer the materials mechanical response under thermomechanical loadings. We are active in the development of spatially resolved techniques (Laue microdiffraction at ESRF-BM32 allowing the stress field analysis at the sub-micron scale), under high temperature (ex. in situ phase transition and oxydation at ESRF-BM02), and time-resolved (sub-microsecond resolution for ultrasonic fatigue at SOLEIL-DiffAbs). Our activity has for example allowed, for the first time, the measurement of the elasto-plastic behaviour of a bulk stainless steel (316L) at a micrometric scale by coupling microstructure (EBSD), strain (Digital Image Correlation), and stress (Laue microdiffraction) measurement techniques.