Laser shock processing tests of ЭП866 heat-resistant martensitic stainless steel for aero-engine were carried out with a Nd glass laser. The results show that the microstructure of stainless steel is composed of martensite laths and carbide precipitation. High density dislocation entanglement occurs in the surface layer during multi-impacts. After tempering treatment, the tangled microstructures still exist and more nano-sized precipitation occurs. Higher-amplitude compressive residual stress is produced in the surface layer by multi-impacts, whose amplitude can be reached to -715.4 MPa, and residual compressive stress increases with the increase of the lap times. After tempering treatment at the temperature from 500 ℃ to 650 ℃, the residual compressive stress decreases by 50%, which shows good thermal stability and weak effect of the impact times.