Metal matrix composites are increasingly utilized in engineering applications because of their favourable strength/weight ratio. However, their applications are still limited because of their relatively poor fatigue resistance, which could be improved by using some appropriate surface treatment. In this paper, an Al/Al2 O3 (20%) composite material is considered. In particular its fatigue strength is examined to verify if, how and when shot peening can be used to improve the performances of MMC components that are cyclically loaded. Fatigue tests allow one to evaluate the influence of shot peening on the fatigue limit of both smooth and notched specimens. Residual stress measurements, fracture surface analyses and metallographic examinations allow one to evaluate the role of residual stresses, hardening and grain distortion on the improvement that can be achieved with this treatment. On the basis of these results, some guidelines are drawn on how to optimize the choice of peening parameters.