Ion beam assisted deposition system was used to deposit CNx coatings with various thickness on the substrates of high-frequency induction hardened steels. Rolling contact fatigue tests were performed using Polymet RCF-1 machine with a constant supply of lubricant. Rolling contact fatigue life was substantially different in the steels with various thickness of CNx coatings. The optimum thickness of CNx coating was found to be $8.9{mu}m$, showing the longest fatigue life, mainly caused by higher resistance to initiation of cracks and protective overcoat remaining to the surface failure during rolling contact fatigue. Cracks were initiated in the substrates under the surface of wear track and propagated to the surface, which eventually resulted in the failure. The reduction of fatigue life observed in the specimen with elimination of CNx coating during rolling contact fatigue was explained by the substrates deformation.