In the present work, scanning tunneling microscopy has been used to study Bainite steel surfaces prepared by polishing and etching, and then covered with a layer of glycerol. The success of sample preparation method of this work offers a general way of studying easy-oxidized metal surfaces in an ambient environment. It is found that Bainitic ferrite is composed of structural units much smaller than subunits that are generally accepted as the smallest building block of Bainitic ferrite and that the structural units at different levels have certain self-similarity, an important characteristic of fractals. Two kinds of fractal dimension calculations have been carried out. The straight line in the In-In plot of scan size versus the number of "boxes", as well as the obtained fractal dimension, D(B) = 2.74, indicate that Bainitic ferrite is a sort of self-embedded fractal, at least in the scale range of the images.