Shot peening is generally used to improve the fatigue performance of mechanical components. However, identifying the geometrical and mechanical characteristics of the shots that improve fatigue strength is still a challenging task, as there are many variables involved in the shot peening process. The present work addresses the effect of different shot media on the fatigue behaviour of an aluminium alloy 6082 T6. Four different shot types were used: silica microspheres, alumina shots, aluminium cut wire and zinc cut wire. Axial fatigue tests were carried out to obtain the Wöhler curves corresponding to each shot peening treatment. The surface properties of the shot-peened specimens, such as grain size, hardness, residual stress and roughness were measured to determine their effect on the fatigue results. The fatigue results revealed that silica and zinc shots increased significantly the fatigue life of the alloy, whereas alumina and aluminium shots reduced its fatigue strength. Almen intensities have shown to correlate well with grain refinement and strain hardening. However, better fatigue results were obtained with the shots that generated higher surface compressive residual stresses. It is believed that small and smooth shots are preferable to sharp and irregular ones, regardless of the Almen intensity or surface hardness attained with the latter.