We consider the simplest non-trivial local composite operators in the massless Sine-Gordon model, which are $\partial_\mu \phi \, \partial_\nu \phi$ and the stress tensor $T_{\mu\nu}$. We show that even in the finite regime $\beta^2 < 4 \pi$ of the theory, these operators need additional renormalisation (beyond the free-field normal-ordering) at each order in perturbation theory. We further prove convergence of the renormalised perturbative series for their expectation values, both in the Euclidean signature and in Minkowski space-time, and for the latter in an arbitrary Hadamard state. Lastly, we show that one must add a quantum correction (proportional to $\hbar$) to the renormalised stress tensor to obtain a conserved quantity.