A threaded fastener and a method by which the fastener exhibits sufficiently enhanced fatigue strength so as to be suitable for use in gas compressors and turbines operating at relatively high service temperatures. The method entails a selective heat treatment to achieve a dramatic improvement in fatigue properties while not interfering with other required properties for the fastener. The heat treatment process preferentially develops a case-hardened region in those threads nearest a transition region between the threads and an unthreaded portion of the fastener. In contrast, the unthreaded portion and the threads furthest from the transition region need not be case-hardened. The hardening pattern in the threads yields a martensitic steel fastener that exhibits fatigue properties which are dramatically superior to otherwise identical fasteners.