In order to increase the resistance to fatigue in steels a shot-peening treatment is generally used to introduce a state of residual compressive stresses in the superficial layers. This work presents studies of the evolution of the state of compressive residual stresses introduced by shot-peening after fatigue of low, medium and high number of cycles. Two types of steel were examined: a high strength low alloy steel (HSLA) containing a welded joint and a duplex stainless steel containing 50% austenite and 50% ferrite. Stresses were measured by X-ray diffraction by using the double exposure method. Results indicate that for both types of steel, compressive superficial stresses increase the resistance to fatigue. In HSLA steels with tensile-tensile loads of 70% of the yield strength of base metal, after 180.000 cycles, surface stresses in the weld metal, base metal and heat affected zone are completely relaxed and become tensile. Then continuing the procedure of cyclic load up to 900.000 cycles, stresses become compressive again. From 10(6) cycles on, they become tensile again and fracture occurs. For an 80% load there is a continuous linear relaxation of the residual compressive stresses at the surface. At about 200.000 cycles, stresses are relaxed, fatigue cracks appear and fracture occurs. In the case of the duplex stainless steel the initial profiles in austenite and ferrite are very similar. A relaxation of the profile of compressive stresses in austenite and a partial relaxation of the profile of compressive stresses in ferrite occurs after 10(7) cycles of flexural load, with a load ratio R = -1.