Many works of art are complex systems consisting of a core completed by the overlapping of several painted layers. In this work, we apply an innovative method based on grazing incidence X-ray diffraction (GIXRD) with synchrotron radiation (SR) to investigate polychrome stratigraphies with a completely non-destructive approach. The SR-GIXRD measurements provided direct and unambiguous compositional and stratigraphic information of the crystalline species lying in different layers. The investigations performed on a small fragment sampled from a painted terracotta statue allowed the identification of pigments, fillers, aggregates of the matrix and newly formed decay salts in micrometric-thin paint layers. Furthermore, the great potentiality of this study is the feasibility of depth profile investigations on multi-layered painted samples from cultural heritage objects without resorting to cross sectional analyses. Currently, the method is non-destructive but it can be potentially non-invasive in situations where small moveable artworks can be placed into the measurement chamber of the SR-XRD beamlines. The overall study paves the way to a new scenario of artwork investigations, shedding light on new unexplored approaches for non-destructive studies of cultural heritage objects, their conservation history and their interaction with the environment.