A method of manufacturing a steel member comprising the steps of: carburizing and quenching or carbo-nitriding and quenching a steel material; shot-peening the steel material quenched in the first step without tempering; and aging the steel material shot-peened in the second step. Preferably the steel material comprises 0.1 to 0.4 wt. % C, 0.06 to 0.15 wt. % Si, 0.3 to 1.0 wt. % Mn, 0.9 to 1.2 wt. % Cr, 0.3 to 0.5 wt. % Mo, and the remainder Fe. The steel member is preferably used in transmission gears for automobiles, which require superior strength.