The contact fatigue tests were carried out using three kind of steel(45, 42CrMo, 40CrNi2Mo) which were quenched and tempered to the same medium hardness(HRC37±1). The experimental equipment is JPM-1 type contact fatigue tester. During the experiment process, the contact stress is 1600MPa and the surface roughness is 0.4 um. The crack initiation and the crack propagation direction were observed by using SEM. The contact fatigue failure mechanism was also analyzed. The experimental results were analyzed by using Weibull distribution. The experimental results show that the contact fatigue crack was initiated in the roller surface. With increasing of the cycle, the initiated crack propagates into subsurface and becomes to pitting. The pitting becomes bigger and bigger and leads to failure finally. The maximum shear stress is the main driving force for the crack propagation. The contact fatigue life increases in sequence of 45, 42CrMo, 40CrNi2Mo. The contact fatigue life has the relationship with the shearing resistant stress Тk. About the same carbon content, the value of the shearing resistant stress Тk becomes greater with increasing the alloying elements. The best material used for making heavy duty gear is 40CrNi2Mo steel.