The aim of this work is to generate an advantageous compressive residual stress distribution in the surface area of hot-formed components by intelligent process control with tailored cooling. Adapted cooling is achieved by partial or temporal instationary exposure of the specimens to a water–air spray. In this way, macroscopic effects such as local plastification caused by inhomogeneous strains due to thermal and transformation-induced loads can be controlled in order to finally customise the surface-near residual stress distribution. Applications for hot-formed components often require special microstructural properties, which guarantee a certain hardness or ductility. For this reason, the scientific challenge of this work is to generate different residual stress distributions on components surfaces, while the geometric as well as microstructural properties of AISI 52100 alloy stay the same. The changes in the residual stresses should therefore not result from the mentioned changed component properties, but solely from the targeted process control. Within the scope of preliminary experimental studies, tensile residual stresses in a martensitic microstructure were determined on reference components, which had undergone a simple cooling in water (from the forming heat), or low compressive stresses in pearlitic microstructures were determined after simple cooling in atmospheric air. Numerical studies are used to design two tailored cooling strategies capable of generating compressive stresses in the same components. The developed processes with tailored cooling are experimentally realised, and their properties are compared to those of components manufactured involving simple cooling. Based on the numerical and experimental analyses, this work demonstrates that it is possible to influence and even invert the sign of the residual stresses within a component by controlling the macroscopic effects mentioned above.