The thin film can improve the surface performance of rolling bearings to reduce friction, vibration and noise and to increase the operating life of rolling bearings. This paper proposes a novel method for improving the surface performance of rolling bearings. This method is characterized by adding nanoparticles to the superfinishing liquid to form the nanofilm on the surface of the raceway by means of the special superfinishing technique. The experimental investigation proves that using this method, the fatigue life of the rolling bearing is obviously higher than that of the normal bearing. Surface topography photos of the Scanning Electron Microscope show that the thin film still exists after the fatigue test in 300 hours. Because of low cost, this method can be widely used in the production of rolling bearings.