In the previous papers, the authors have investigated the behaviour of half-value breadth of X-ray diffraction line, residual stress and micro-structure under completely reversed stress amplitude, and have discussed on the changes in half-value breadth in relation to the basic mechanism of fatigue. In the present paper, as a continuation of the previous studies, the authors carried out some investigations on the changes in half-value breadth, residual stress and micro-structure in a case of fatigue under bending stress amplitude combined with mean stress, for the purpose of studying the mechanism of fatigue failure of metallic materials under mean stress. It has been found that, in the early stage of fatigue which corresponds to the period of fatigue hardening, there is little difference between the changes caused by stress alternation with positive mean stress and those with negative mean stress. However, in the second stage of fatigue which corresponds to the period of the growth of micro-crack, the changes in half-value breadth and residual stress become rapid, while they become slow with compressive mean stress. On the other hand, from microscopic observation, it has been confirmed that tensile mean stress promotes the growth of macro-crack and compressive one suppresses it. Then, it is suggested that the mean stress affects the growth rate of micro-crack just the same as macro-crack, and consequently influences the fatigue life.