I have controller implemented with Spring Boot Rest:
@RestController
@RequestMapping("/example")
public class ExampleController {
    @Autowired
    private ExampleService exampleService;
    @GetMapping("/{id}")
    public ExampleResponse getExample(@NotNull @PathVariable("id") String id) {
        return exampleService.getExample(id);
    }
}
And response DTO:
public class ExampleResponse {
    @NotNull
    private String id;
    @NotNull
    private String otherStuff;
    // setters and getters
}
Response body is not validated. I have annotated it with @Valid but null values still pass. Request validation works well.
How to validate response body?
Use @Validated on Rest Controller and @Valid on the method for which the return object has to be validated. For Example:
RestController:
@RestController
@RequestMapping("/tasks")
@Validated
public class TaskController {
    @GetMapping("/{taskId}")
    @Valid
    public TaskDTO getTask(@PathVariable UUID taskId) {
        return convertToDto(taskService.findById(taskId));
    }  
}
DTO class:
@Data
@Builder
@NoArgsConstructor
@AllArgsConstructor
@ValidTaskDTO
public class TaskDTO {
    @FutureOrPresent
    @NotNull
    private ZonedDateTime dueDate;
    @NotBlank(message = "Title cannot be null or blank")
    private String title;
    private String description;
    @NotNull
    private RecurrenceType recurrenceType;
    @Future
    @NotNull
    private ZonedDateTime repeatUntil;
}
My return object TaskDTO has null dueDate and repeatUntil. So the error message will be as shown below:
{
  "timestamp": "2021-01-20T11:09:37.303929",
  "status": 400,
  "error": "Bad Request",
  "message": "getTask.<return value>.dueDate: must not be null, getTask.<return value>.repeatUntil: must not be null",
  "path": null
}
I hope this helps. For details on custom class level constraint, have a look at this video.
Implemented response validator:
@Aspect
@Component
public class ControllerResponseValidator {
    Logger logger = Logger.getLogger(ControllerResponseValidator.class);
    @Autowired
    private Validator validator;
    @AfterReturning(pointcut = "execution(* com.example.controller.*.*(..))", returning = "result")
    public void validateResponse(JoinPoint joinPoint, Object result) {
        validateResponse(result);
    }
    private void validateResponse(Object object) {
        Set<ConstraintViolation<Object>> validationResults = validator.validate(object);
        if (validationResults.size() > 0) {
            StringBuffer sb = new StringBuffer();
            for (ConstraintViolation<Object> error : validationResults) {
                sb.append(error.getPropertyPath()).append(" - ").append(error.getMessage()).append("\n");
            }
            String msg = sb.toString();
            logger.error(msg);
            throw new RestException(HttpStatus.INTERNAL_SERVER_ERROR, msg);
        }
    }
}
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