Stress is a long standing challenge for the applications of silicon (Si) anodes in lithium (Li) ion batteries. Nanostructured Si are important materials to address mechanical stress issues in batteries although their stress was only calculated and no experimental data are available. Using in situ Raman microscopy to monitor the shift of the first-order Raman peak of Si, we were able to measure for the first time the lithiation-induced stress in Si nanoparticles. The shift of Raman peak of Si under hydrostatic stress was calibrated via an in situ high pressure Raman experiment. We observed a tensile-to-compressive transition of the stress in Si core of nanoparticles during lithiation. At the beginning of lithiation, the reduction of the surface native oxide on the Si particle results in a tensile stress of approximately 0.2GPa in Si. During the formation of amorphous Li x Si in the outer layer of the nanoparticles, an increasing compressive stress up to 0.3GPa is built up in the Si core. This stress evolution explains the cracks that developed in the amorphous Li x Si layer during lithiation of the Si nanoparticles, and is also consistent with modeling results. These results improve our understanding of lithiation-induced stress in nanostructured Si anodes, and provide valuable information for their computational study and rational engineering.