In the study, AISI 1045 steel were treated by ultrasonic surface rolling processing (USRP) with different parameters in terms of coverage rate. The gradient structures characterized with refined polished surface, the sub-surface nano-lamellar microstructure with a maximum compressive residual stress of 453.4 MPa was obtained, which shall be responsible to the superior fatigue properties to the pristine. Furthermore, the comparative investigation of fatigue behavior demonstrates that the surface roughness has the pronounce effects on the resistance to crack initiation, though the excessive USRP with the surface roughing may result in the premature crack growth; in contrast to the gradient microstructure, the compressive residual stress may delay effectively the incubation and increase the growth resistance of the physically short crack. Besides, the benefit of gradient microstructure is relatively limited in the resistance of fatigue short crack propagation.