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The effectiveness of the application of shot peening after nitriding for improving the fatigue strength of high-performance steel components has not been adequately treated in literature, and it is not clear if shot peening can really and drastically increase mechanical performances of nitrided elements. In this paper an approach to assess the influence of shot peening on nitrided components is presented. It is based on fracture mechanics concepts. Smooth specimens with a micro-hole acting as a pre-crack were fatigue tested. The values of micro-hardness and of the residual stresses were measured and related to the experimental results. By elaborating the results it was possible to determine the threshold values of the stress intensity factors of the nitrided and shot peened material. A formula to predict the value of DKth of shot peened and nitrided steels is proposed.