Low pressure carbonitriding and pressurized gas quenching heat treatments were conducted on four steel alloys. Bending fatigue tests were performed, and the highest endurance limit was attained by 20MnCr5+B, followed by 20MnCr5, SAE 8620+Nb, and SAE 8620. The differences in fatigue endurance limit occurred despite similar case depths and surface hardness between alloys. Low magnitude tensile residual stresses were measured near the surface in all conditions. Additionally, nonmartensitic transformation products (NMTPs) were observed to various extents near the surface. However, there were no differences in retained austenite profiles, and retained austenite was mostly stable against deformation-induced transformation to martensite during fatigue testing, contrasting some studies on carburized steels. The results suggest that the observed difference in fatigue lives is due to differences in chemical composition and prior austenite grain size. Alloys containing B and Nb had refined prior austenite grain sizes compared to their counterparts in each alloy class.