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Stress concentration on a bolt thread, resulting from its own special shape, poses a threat to the fatigue strength of the bolt, which directly affects the safety and reliability of aircraft. In this paper, deep rolling was applied to a bolt thread to improve its fatigue resistance. The properties of the plastic deformation layer, including the surface morphology, microstructure, hardness, and residual stress, as well as the fatigue life of the bolt, were characterized by means of SEM, white light interferometer, EBSD, and fatigue tests. The results showed that the surface roughness of the bottom of the thread was reduced to 0.255 μm, and a plastic deformation layer of about 300 μm in depth was formed after rolling. A more compact streamlined fibrous microstructure, composed of refined grains, with increased dislocation density and hardness and decreased tensile residual stress, was formed in the plastic deformation layer. The fatigue life of the bolts after rolling increased by about 113%, evidencing the comprehensive result of these microstructure modifications.