The purpose of this study is to investigate the influence of peening on the rolling contact fatigue (RCF) life of steel rollers. First, steel rollers were treated by three types of peenings to ensure the same surface roughness of peened rollers. One is the cavitation peening (CP) used a cavitating jet in water with an injection pressure of 30 MPa, and the others are the fine particle peening (FPP) with a shot diameter of 0.1 mm and the normal shot peening (NSP) with a shot diameter of 0.3 mm. The surface hardness and the surface compressive residual stress of the steel rollers were increased by all the peenings. In particular, they were most increased by the FPP. On the other hand, the work-hardened depth due to the CP and the NSP was larger than that due to the FPP. As a result of the RCF tests, the RCF lives of the steel rollers were improved by all the peenings, and they were most improved by the NSP. Judging from the p_max - N curves and the [A(σ_y/√3 HV)]_max - N curves, the improvement in RCF lives due to the FPP depended heavily on the increase in surface hardness due to that, and the effects of the CP and the NSP on the RCF were equivalent under the same surface roughness and the same surface hardness. It follows from these that the surface treatment condition should be selected according to the rolling contact conditions and the failure modes of machine elements.