Axial-loading fatigue tests were performed under various applied stress ratios in laboratory air at room temperature using hour-glass-shaped specimen of high carbon-chromium bearing steel, SUJ2, and high-speed tool steel, SKH51. Three types of fracture mode were found from the observation of fracture surfaces, such as surface fracture mode as a result of the surface crack initiation and propagation, internal fracture mode governed by a nonmetallic inclusion without formation of GBF area around an inclusion and that with the GBF. Transition of the fracture mode on S-N curve depended on an applied stress ratio. It was concluded from a discussion based on fracture mechanics that change in three types of fracture mode was governed by compressive residual stresses on the specimen surface.