In this study, the fatigue strengths of tha shaft with key way and fillet of Cr-Mo steels as SCM440 were investigated. The rotary bending fatigue tests and the original torsional fatigue tasts in SCM440 were carried out. The shaft with key and fillet was modeled and analyzed by using Finite element methods. The cause of fatigue fracture of the shaft was predicted that the stress concentration of the shaft and impact loading at using. Finally, the method of the relaxation of the stress on the shaft could be proposed.