The improvement of material fatigue life has been a continuous pursuit in engineering. Laser shock peening (LSP) is an excellent processing method that can effectively enhance the service life of engineering materials. In this paper, the 30CrMnSiNi2A high-strength steel was treated with LSP to improve the fatigue life, respectively. The material's roughness has improved as a result of LSP treatment, and additional treatments have a more noticeable improvement than the energy density’s increase. The change in residual stress, however, presented a distinct pattern. There was not much difference between the laser treatment of once at 7.89 GW/cm2 and three times at 6.57 GW/cm2 in terms of compressive residual stress. The maximum hardness of the material surface was up to 589.8 HV under the combined effects of work hardening and compressive residual stress. In the fatigue life test of different loading stresses, the fatigue life of the treated samples was more than doubled compared with the untreated samples. The greatest life improvement occurred in high load fatigue testing. Combined with the analysis of fracture morphology, it could be found that the transfer of crack source from the surface to the interior caused by the gradient compressive residual stress is the reason for the increase in life.