Surface Nanocrystallization(SNC) is a new method of fabricating nanostructured materials while thermal stability is an important problem for the application of nanostructured materials. A nanostructured layer was fabricated on the surface of 40Cr steel by Supersonic Particles Bombarding method, and the variation of microstructure and microhardness of nanostructured layer was studied. Nanostructured surface layer showed high thermal stability.