With the help of mm-scale deep penetration capability of neutrons into the most metallic materials, we measured the stress distribution in the region of the underneath tool shoulder during friction stir welding (FSW) in an AZ31B Mg alloy. A specially designed portable FSW was installed in the Spectrometer for MAterials Research at Temperature and Stress (SMARTS) at Los Alamos Neutron Science Center. Welds were made at a constant welding speed of 0.38 mm/sec and tool rotation speed of 300 rpm using 6.35 and 25.4 mm diameter of the threaded tool pin and the tool shoulder, respectively. At the same time, the neutron beam was focused on a position underneath the steel tool shoulder and transient lattice parameter changes along the welding direction were continuously measured during FSW. This in-situ neutron diffraction was performed from the eight different positions underneath the tool shoulder surrounding the tool pin. With an appropriate data reduction methodology, we observed an asymmetric distribution of the longitudinal stress component between the advancing side and the retreating side underneath tool shoulder during FSW. It could be related to the different elastic modulus associated with asymmetric temperature distribution, material flow, and deformation rate (strain rate) between the both sides under the complex FSW condition. More details in the time-resolved neutron diffraction experimental method will be presented.