The rotating bending fatigue tests have been carried out to investigate the fatigue limit of specimen with double-notch which is constructed by the step and the blind hole, and the effect of stress concentrations at the double-notched bottoms on the fatigue limits are analyzed using three-dimensional elastic finite element method (3D-EFEM). There are fatigue limits of 17 groups on the single-notched specimen and double-notched specimen obtained in the fatigue tests. The stress field interactions are discussed between the stress field by the blind hole notch and the stress field by step using 3D-EFEM. The results obtained in this study are as follows: The fatigue limit of the double-notch specimen is insensitive to the distance between the blind hole and step for the low carbon structure steel with better ductility; while, for the high-strength steel, superposition and intensification of the stress concentration by the blind hole and step mutually may be avoided, and their adverse effects on the fatigue strength may be become to minimal, when taken appropriate distance between the blind hole and step. The results are significant for engineering design of the multi-notched parts, and studying fatigue strength theory.