Axles are the key component of high‐speed rail trains, which are required to have a good service performance. In the current study, the microstructures, basic mechanical properties, and fatigue property of EA4T axle steel are investigated. Due to the temperature gradient during heat treatment, the industrial EA4T axles present differences in microstructures, basic mechanical properties, and fatigue property along the radial direction. It is found that the difference in fatigue properties for the outer and middle layers results from the microstructures inhomogeneity variations, and the difference in fatigue properties can be evaluated more accurately by the statistical results of microhardness. The effect of the microhardness evaluation method is that the fatigue characteristic ratios for the two layers calculated by microhardness are more similar than fatigue ratios calculated by tensile strength.