The concept of a fatigue limit at 106 cycles that was introduced by Wohler in 1850 seems nowadays to be the wrong magnitude when considering the fatigue life of modern industrial applications such as automotive engines that run typically billions of cycles. The necessity to increase performances in terms of lifetime and safety in steel fabricated products remains an issue, although testing is becoming more time consuming and costly with current design products. It is the aim of our research to develop better understanding of fatigue properties of steels in the gigacycle domain. One way to approach this is to use a piezoelectric fatigue testing system working at ultrasonic frequency. This paper will describe the research done on several 52100 steels coming from Europe (NF100C6) and Japan (SUJ2). Different heat treatments have been applied to obtain different microstructures: Martensite and bainite with and without residual austenite. The fatigue tests, up to 1011 cycles, have been carried out using piezoelectric machines working at 20 and 30 kHz under tension-compression, tension-tension, and torsion only. A set of specimens has been tested also with a circular notch to observe the effect of stress concentration. Finally the thermal dissipation during testing has been determined using an infrared camera. It is confirmed that the influence of inclusions is a key problem.