In this study , the methods of Water Jet Peening (WJP) and Laser Shock Peening (LSP) were compared to Shot Peening (SP) and investigated in terms of induced residual stresses (RS), microstructure, surface topography and fatigue properties for a case-hardened steel. Different modifications of the surface topography were observed for the different peening methods: after SP, a strong plastic deformation of the surface occurred while the LSP had only a minimal influence on surface topography. After WJP with very high pressure (4500 bar), microscopic damages can occur at the surface. SP leads to the highest compressive RS (up to −1650 MPa) with a maximal affected depth of about 170 μm. After WJP, maximum RS of about −1000 MPa with very low depth (50 μm) are present, while the LSP leads to very large affected depths (< 1 mm) and RS of about −1300 MPa. In terms of fatigue properties, the SP process shows the highest improvement compared to the heat treated state (+47 %) while the LSP and the WJP leads to an improvement of +15 % and +23 % respectively but with larger scatter.