The fatigue limit of parts and components that have the multi-notches is important data for the design and manufacture of machinery and traffic equipment which are operated under the high speed or pressure. In this paper the rotating bending fatigue tests have been carried out to investigate the fatigue limit of specimen with double-notch that is constructed of step and blind hole, and analyzed the effect of stress concentrations at the double-notched bottoms on the fatigue limits, using three-dimensional elastic finite element method. Firstly, the fatigue tests of 8 group specimens have been performed for examining the of fatigue limits of the single-notched specimen and double-notched specimen, respectively. Additionally, the stress field interactions between two stress fields by the blind hole notch and step are discussed using three-dimensional elastic finite element method. The main results obtained in this study are as follows: The fatigue limit of the double-notched specimen are down comparison with the fatigue limit of the single-notched specimen; the fatigue limit of the double-notch specimen is insensitive to distance between the blind hole and step for the low carbon structure steel with better ductility; for the high-strength steel, superposition and intensification of the stress concentration by the blind hole and step mutually may be avoided so that their adverse effects on the fatigue strength may be become to minimize, as take appropriate distance between the blind hole and step. The results are significant for the design of engineering design of the multi-notched parts, and the study of fatigue strength.