This study investigates the fatigue performance of additively manufactured steel CX under uniaxial high cycle loading. The results show that surface quality was the most influential parameter that changed the fatigue behavior of the material, compared to combinations of building orientation and heat treatment as other fabrication parameters. Consequently, improving the surface quality from Ra = 3 μm–1 μm increased the fatigue limit from 170 MPa to 250 MPa. However, heat treatment did not significantly influence the fatigue performance of the material, although it increased the hardness of the material from 320 HV to 460 HV.