Surface nanocrystallization in various steels by shot peening (both air blast (ABSP) and ultrasonic (USSP)) was investigated. In all the shot-peened specimens, the equiaxed nanocrystals with grain size of several 10 nm were observed at the surface regions. The depth of nanocrystalline (NC) layers was several μm. The NC layers have extremely high hardness and were separated from the deformed structure regions just under the NC layers with sharp boundaries. By annealing, the NC layers show the substantially slow grain growth without recrystallization. These characteristics are similar to those observed in the specimens treated by ball milling, ball drop and particle impact deformation. Comparing ABSP and USSP at the similar peening condition, the produced volume of NC region in ABSP is larger than that in USSP.