Background: Commonly, polymer foil-based strain gauges are used for the incremental hole drilling method to obtain residual stress depth profiles. These polymer foil-based strain gauges are prone to errors due to application by glue. For example zero depth setting is thus often erroneous due to necessary removal of polymer foil and glue. This is resulting in wrong use of the calibration coefficients and depth resolution and thus leading to wrong calculations of the obtained residual stress depth profiles. Additionally common polymer foil-based sensors are limited in their application regarding e.g. exposure to high temperatures. Objective: This paper aims at a first step into the qualification of directly deposited thin film strain gauges for use with the incremental hole drilling method. With the directly deposited sensors, uncertainties regarding the determination of calibration coefficients and zero depth setting due to the absence of glue can be reduced to a minimum. Additionally, new areas of interest such as the investigation of thermally sprayed metallic layers can be addressed by the sensors due to their higher temperature resilience and their component inherent minimal thickness. Methods: For the first time, different layouts of directly deposited thin film strain gauges for residual stress measurements were manufactured on a stainless steel specimen. Strain measurements during incremental hole drilling using a bespoke hole drilling device were conducted. Residual stress depth profiles were calculated using the Integral method of the ASTM E837 standard. Afterwards, strain measurements with conventional polymer foil-based strain gauges during incremental hole drilling were conducted and residual stress depth profiles were calculated accordingly. Finally the obtained profiles were compared regarding characteristic values. Results: The residual stress depth profiles obtained from directly deposited strain gauges generally match the ones obtained from conventional polymer foil based strain gauges. With the novel strain gauges, zero depth setting is simplified due to the absence of glue and polymer foil. With the direct deposition, a wide variety of rosette designs is possible, enabling a more detailed evaluation of the strain field around the drilled hole. Conclusions: The comparative analysis of the obtained residual stress depth profiles shows the general feasibility of directly deposited strain gauges for residual stress measurements. Detailed investigations on uncertainty sources are still necessary. © 2022, The Author(s).