In this study, for the purpose of developing the shot peening process obtaining both improving strength and coating with Cu, the behavior of peened surface modification by using hard media containing soft Cu phase was examined. Shot peening was carried out by Cu phase dispersed FeCrBCu media with high hardness of 1220 HV in Vickers hardness. Media particle diameter was under 45 μm. Annealed JIS-SUJ2 steel was used as workpiece. On the peened surface, compressive residual stress was 440 MPa and Vickers hardness increased to 350 HV. By EDX analysis, 29 mass% Cu was detected on the peened surface. Though this value was beyond the solid solution limit in αFe, no peak of the new phase by Cu adhesion was observed in XRD pattern. Furthermore, according to TEM observation near the peened surface, the nano crystalline region of αFe was observed and Cu was detected at this region by EDX analysis. Logarithmic strain near the surface caused by shot peening in this work was estimated at 4.7 calculated from the crystal grain diameter and thickness before and after shot peening, respectively. Therefore, owing to the severe plastic deformation condition of this shot peening, it seems the crystal grain refinement to nano size and super saturated solid solution of Cu in αFe were observed.