Shot peening is a mechanical treatment that induces several changes in the material: surface roughness, increased hardness close to the surface, and, the most important, compressive residual stresses. This paper analyzes the effect of this treatment on alloy Al 7075-T651 in the case of fretting fatigue with cylindrical contact through the results of 114 fretting fatigue tests. There are three independent loads applied in this type of test: a constant normal load N, pressing the contact pad against the specimen; a cyclic bulk stress σ in the specimen; and a cyclic tangential load Q through the contact. Four specimens at each of 23 different combinations of these three parameters were tested—two specimens without any treatment and two treated with shot peening. The fatigue lives, contact surface, fracture surface, and residual stresses and hardness were studied. Improvement in fatigue life ranged from 3 to 22, depending on fatigue life. The relaxation of residual-stress distribution related to the number of applied cycles was also measured. Finally, another group of specimens treated with shot peening was polished and tested, obtaining similar lives as in the tests with specimens that were shot-peened but not polished.