Mechanical surface treatment methods such as shot peening may improve the fatigue strength of materials. In this study, the effect of shot peening on strain controlled constant amplitude fatigue loading of a near pearlitic microalloyed steel was investigated. The stress amplitudes throughout the whole lifetime were followed, in addition to detailed recording of stress-strain hysteresis loops, particularly at small cycle numbers. The detailed relaxation of residual stresses and the changes in full width of half maximum (FWHM) of the X-ray peak at the surface and in depth as function of the number of cycles and plastic strain were recorded. By these techniques, the onset as well as the rate of relaxation of residual stresses could be followed at different strain amplitudes. Pronounced increase in lifetime of the shot peened specimens tested at total strain amplitude smaller than 0.3% (corresponding to 0.034% plastic strain amplitude) was achieved. This coincides with reasonably stable residual stresses at the surface and in depth. © 2010 Elsevier B.V.