Nonlinear ultrasonic testing has been accepted as a promising manner for evaluating material integrity in an early stage. Stress fatigue is the main threats to train safety, railways examinations for stress fatigue are more significant and necessary. A series of ultrasonic nonlinear wave experiments are conducted for rail specimens extracted from railhead with different degree of fatigue produced by three-point bent loading condition. The nonlinear parameter is the indicator of nonlinear waves for expressing the degree the fatigue. The experimental results show that the sensitivity of a third harmonic longitudinal wave is higher than second harmonic longitudinal wave testing. As the same time, collinear wave mixing shows strong relative with fatigue damages than a second longitudinal wave nondestructive testing (NDT) method and provides more reliable results than third harmonic longitudinal waves nonlinear testing method.