This paper presents a fatigue failure analysis of high strength bolts used for braking disc of Chinese high speed railway vehicle. First of all, a set of physical and chemical analysis were conducted. The results show material properties meet all the requirements. Furthermore, combined with the field test results of vibrations of the braking disc, a finite element analysis including the whole braking disc structure and bolts were performed to determine the relative movement between the disc and hub. Then, a refined sub-model of the bolt and nut was performed to get the accurate stress states of the thread root region. Finally, a fatigue damage parameter was employed to compare the damage induced by vibration with the endurance limit of the bolt. It is found the main reason leading to premature bolt failure is the high level of vertical vibrations of the braking disc due to the worn wheels. This high level of vertical vibrations induce transverse fatigue loadings onto the bolt which is beyond the fatigue limit.