Steel surface defect detection is essential for ensuring product quality and reliability in modern manufacturing. Current methods often rely on basic image classification models trained on label-only datasets, which limits their interpretability and generalization. To address these challenges, we introduce SteelDefectX, a vision-language dataset containing 7,778 images across 25 defect categories, annotated with coarse-to-fine textual descriptions. At the coarse-grained level, the dataset provides class-level information, including defect categories, representative visual attributes, and associated industrial causes. At the fine-grained level, it captures sample-specific attributes, such as shape, size, depth, position, and contrast, enabling models to learn richer and more detailed defect representations. We further establish a benchmark comprising four tasks, vision-only classification, vision-language classification, few/zero-shot recognition, and zero-shot transfer, to evaluate model performance and generalization. Experiments with several baseline models demonstrate that coarse-to-fine textual annotations significantly improve interpretability, generalization, and transferability. We hope that SteelDefectX will serve as a valuable resource for advancing research on explainable, generalizable steel surface defect detection. The data will be publicly available on https://github.com/Zhaosxian/SteelDefectX.