Firstly, 45# steel was quenched by the NEL-2500A rapidly axial flow CO2 laser. The experimental parameters were the laser power of 750 W, the laser beam diameter of 4 mm, the scanning velocity of 7 mm/s. The thickness of coating layer was 0.1 mm and the width was 8 mm. Secondly, the martensite induced by laser quench was shocked by Nd:YAG laser. The parameters of laser shock processing were the wavelength of 1.06 μm, the pulse duration of 23 ns, and theoutput energy of 16-20 J. The laser was focused on a spot of φ7 mm. K9 optical glass was used as confinement. The sample was coated with black paint 86-1 (the thickness is about 0.025 mm). By testing and analysis of samples which were treated by laser quench and laser quench+shock with transmission electron microscope (TEM), it was discovered that the surface layer of martensite was deformed plastically by laser shock processing. In the secondary hardened zones, there were a lot of slender secondary twin crystal martensites, dislocation tangles, and cellular dislocations. Compared with that of the hardened zones through laser quench only, the residual stress and mechanical properties of the secondary hardened zones were improved and increased through laser compound method.