Rolling can result in anisotropy in the microstructure and mechanical properties of the sheet material. This study focuses on the very high cycle fatigue (VHCF) performance of magnesium alloys in the rolling direction (RD), normal direction (ND), and the bisecting angle between the ND and RD (ND–RD). The findings reveal that RD specimens demonstrate superior fatigue performance, while the ND specimens exhibit the lowest fatigue resistance. During the crack initiation stage, the primary influential factor is the maximum shear stress. Due to c‐axis alignment with ND direction in grains, the deformation mode for ND and RD specimens primarily involves first‐order pyramidal slip, while ND–RD specimens primarily undergo basal slip and prismatic slip. In early stable crack propagation, grain size and texture cause variations in the morphology of the rough area among the three directional specimens. Notably, the RD specimens show faster crack propagation during crack initiation than early stable propagation stage.