The surface mechanical attrition treatment was used to process the commercial pure zirconium and the fatigue properties of the samples were examined by four-point bending fatigue test. By observing the microstructure, characterizing the microhardness and residual stress, and combining the finite element method simulation of the stress distribution in the four-point bending specimen, the effect of surface nanocrystalline on the fatigue property was analyzed. The results show that the fatigue limit of the surface nanostructured commercial pure zirconium increases by about 23% compared with the original sample. This is due to the fact that the maximum tensile stress of the original sample under loading is located at the surface region, which leads to the initiation of fatigue cracks in the surface layer. For the surface nanostructured sample, the microstructure strengthening effect and residual compressive stress are beneficail for the fatigue performance. In addition, crack source was shifted to the subsurface layer because of the high strength of the surface layer. Therefore, the surface nanostructured commercial pure zirconium samples possess better fatigue properties.