Supercritical carbon dioxide cooling during machining has been identified as an effective measure to mitigate the risk of stress corrosion cracking in materials utilized in the primary circuit of light water reactors, particularly in pressure vessel structural steels. This study aims to compare two different cooling methods, the novel supercritical carbon dioxide and conventional high pressure soluble oil, employed during both milling and turning processes for SA508 Grade 3 Class 2 and AISI 316L steels. As the surface conditions of materials are critical to fatigue properties, such as crack initiation and endurance life, the fatigue performance of both cooling methods for each process were then evaluated and the impact on properties determined. To compare the potential benefits of supercritical carbon dioxide cooling against conventional soluble oil cooled machining, fatigue specimens were machined using industry relevant CNC machine tools. Surface finish and machining methods were standardized to produce two different specimen types, possessing dog- bone (milled) and cylindrical (turned) geometries. Force-controlled constant amplitude axial fatigue testing at various stress amplitudes was undertaken on both specimen types in an air environment and at room temperature using a stress ratio of 0.1. The fatigue performance of the supercritical carbon dioxide cooled specimens revealed substantially greater endurance lives for both SA508 and 316L materials, when compared with specimens machined using high pressure soluble oil cooling.