Fatigue strength of high speed tool steel, JIS SKH51, coated with TiAlN by AIP (Arc Ion Plating) and UBMS (Unbalanced Magnetron Sputtering) processing were investigated under four point bending fatigue tests. From the experimental results, Static bending strength of the coated steel by UBMS was same as that of the substrate. However the coated steel by UBMS has higher fatigue strength than the substrate over a range of number of cycles from 10^5 to 10^7. On the other hand, Static bending strength of the coated steel by AIP was lower than that of the substrate, and the coated steel by AIP has higher fatigue strength than that by UBMS. As a result of SEM observation, the difference of strength of coated steels by AIP and UBMS was explained by adhesion between the coating film and substrate.