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In this study, EA4T axle steel specimens were subjected to three shot peening treatments: conventional shot peening (CSP), micro-shot peening (MSP) and their combination, i.e. dual shot peening (DSP). The residual stress, surface roughness, morphology, microhardness, were used to characterize the affected surface layer. The results indicated that MSP achieved maximum surface compressive residual stress (SCRS), minimum surface roughness, high surface microhardness. Moreover, compared to CSP, DSP improved the SCRS and microhardness while reducing surface roughness. However, scanning electron microscopy (SEM) observations indicated the presence of intensive defects of the DSP-treated specimens, which hindered the fatigue strength of the specimens. Fatigue tests were conducted to evaluate the effect of different treatments on fatigue life, the median S - N curve demonstrated that the fatigue limit at 107 cycles was improved by 24, 32, and 27% for the CSP, MSP, and DSP specimens, respectively. Furthermore, SEM observation was conducted to analyze the fracture mechanisms, the results indicated that the failure of all specimens originated at the surface and the fracture mechanisms were not changed by the shot peening treatments. The SCRS during the cyclic loading have also been analyzed. Moreover, the factors influencing fatigue limit improvement were discussed. [ABSTRACT FROM AUTHOR]