In this paper, the growth mechanism of residual stress in crystalline polymer under the process of extrusion molding is cleared. A high density polyethylene (HDPE) is selected as the specimen, which is one of crystalline polymers. First, the thermoviscoelastic behavior and thermal expansion of HDPE which have direct effects upon residual stress are investigated carefully. Second, the residual stress in HDPE plate as mold, annealed plate and rapidly cooled plate are measured accurately by use of layer removal method. These residual stresses are discussed in relation to thermoviscoelastic behavior and thermal expansion of HDPE. Final, the growth mechanism of residual stress under extrusion molding is explained by using the viscoelastic model with thermal expansion based on experimental results.