For studying the influence of a bilateral slid rolling process (BSRP) on the surface integrity of a thin-walled aluminum alloy structure, and revealing the generation mechanism of residual stresses, a self-designed BSRP appliance was used to conduct rolling experiments. With the aid of a surface optical profiler, an X-ray stress analyzer, and a scanning electron microscope (SEM), the differences in surface integrity before and after BSRP were explored. The internal changing mechanism of physical as well as mechanical properties was probed. The results show that surface roughness (Ra) is reduced by 23.7%, microhardness is increased by 21.6%, and the depth of the hardening layer is about 100 μm. Serious plastic deformation was observed within the subsurface of the rolled region. The residual stress distributions along the depth of the rolling surface and milling surface were tested respectively. Residual stresses with deep and high amplitudes were generated via the BSRP. Based on the analysis of the microstructure, the generation mechanism of the residual stresses was probed. The residual stress of the rolling area consisted of two sections: microscopic stresses caused by local plastic deformation and macroscopic stresses caused by overall non-uniform deformation.