In order to investigate the effect of cavitation shotless peening on fatigue strength of steel gears, the case-hardened steel rollers and gears cavitation shotless peened under different conditions were fatigue-tested using a roller testing machine and a gear testing machine. The hardness and the compressive residual stress of the test rollers and gears were increased by cavitation shotless peening. On the other hand, their surface roughness was not increased so much. In the fatigue tests, the fatigue life of most cavitation shotless peened rollers and gears was longer than that of the non-peened roller and gear. In particular, the fatigue life of cavitation shotless peened rollers and gears was significantly improved by using a modified nozzle for a high-speed water jet to obtain a greater peening effect. Therefore, it was found that the cavitation shotless peening is good for the increase in fatigue strength of steel gears.