The rolling contact fatigue performance is one of the important indexes of evaluating the membrane layer performance. The factors affecting the rolling contact fatigue performance of parts are mainly divided into the structural integrity of the membrane layer itself and the service conditions. The structural integrity of the layer itself is subjected to the factors of diverse coating process, material system and post-processing method, and so on. When the service condition is fixed, the structural integrity of the layer itself plays a decisive role in contact fatigue performance. Diverse coating process, material system and post-processing method have different influence on the rolling contact fatigue performance and failure mechanism of the parts. The influences of the coating process, material system and post-processing method on the rolling contact fatigue performance of heterogeneous material on the substrate surface were summarized in this paper. It could be found that the factors of coating process, material system, postprocessing mode also had an effect on the rolling fatigue failure mechanisms. Finally, the existing problems of current research about the rolling contact fatigue of membrane layer were summarized, as well as the solve methods, in order to build good foundation for predicting contact fatigue life of substrate surface membrane layer.