Accurately estimating the fatigue strength of steels is vital, due to the extremely high cost (and time) of fatigue testing and often fatal consequences of fatigue failures. The main objective of this manuscript is to perform data mining on the fatigue dataset for steel available from the National Institute of Material Science (NIMS) MatNavi. The cross-industry process for data mining (CRISP-DM) approach was followed in the paper, in order to gain meaningful insights from the dataset and to estimate the fatigue strength of carbon and low alloy steels, using composition and processing parameters. Of the six steps of the CRISP-DM approach, special emphasis has been placed on steps 2 to 5 (i.e. data understanding, data preparation, modeling and evaluation). In step 4 (i.e. modeling), a range of machine learning (parametric and non-parametric) is explored to predict the fatigue strength, based on the composition and process parameters. Various algorithms were trained and tested on the dataset and finally evaluated, using metrics such as root mean square error (RMSE), Mean Absolute Error (MAE), Coefficient of Determination (R2) and Explained Variance Score (EVS).