A new application of water jet to improve fatigue strength of metallic materials by using "a cavitating jet in air" was proposed. In order to investigate ability of the cavitating jet in air compare with a normal water jet in air, an erosion test to measure mass loss of aluminum specimens was carried out. The specimens made of steel and treated by the cavitating jet in air were tested by using a bending fatigue test. The fatigue strength of specimen peened by the cavitating jet in air was improved compared with the not-peened specimen. The residual stress on the surface of specimen was also measured.