Shot-peening and deep rolling are mechanical surface treatments that are commonly applied to enhance the fatigue performances of components, owing to their capacity to generate compressive residual stresses and induce work hardening. However, literature is still poor of published data concerning the application of these treatments to high strength steels fasteners, although these represent a class of components among the most widespread. In the present work, the impact of deep rolling and shot-peening performed in the underhead radius of two set of fasteners made of 36NiCrMo and 42CrMoV for fatigue life enhancement has been investigated. The experimental tests consisted of six combinations of shot-peening and deep rolling, including the non-treated state. Two test campaigns have been sequentially carried out with different process parameters and treatment sequences. The results always showed a beneficial impact of the deep rolling on fatigue, especially for the 42CrMoV steel. Conversely, the effect of the shot-peening strongly depended on the selected set of parameters, alternatively leading to an improvement or a worsening of the fatigue life in relation to the level of induced surface roughness.