A new hybrid surface modification process: combination of a Fine Particle Peening (FPP) treatment and nitriding was proposed. In order to clarify the effects of the FPP treatment before nitriding (pre-FPP treatment) on fatigue strength and mechanism of notched AISI 4135 steel with stress concentration factor of 2.36, fatigue tests were carried out with a rotational bending fatigue testing machine at room temperature. Crack propagation rate, hardness and residual stress distributions were measured in order to investigate the high cycle fatigue properties. Surface hardness of the FPP treated specimen before nitriding was higher than that of the nitrided specimen. Surface microstructures of treated specimens were then characterized by a Scanning electron microscope (SEM), X-ray diffraction (XRD) and electron probe micro analyzer (EPMA). The compound layer of FPP treated specimen before nitriding was dense and stable. Therefore, the fatigue strength of the pre-FPP treated specimen was higher than that of the nitrided specimen. This suggests that the pre-FPP treatment process improves the fatigue strength of the nitrided specimen and also means that the FPP treatment before nitriding is very effective in improving the fatigue strength of steel.