High-performance concrete (HPC) is a topic of current research and construction projects, due to its outstanding compressive strength and durability. In particular, its behaviour under high-cycle fatigue loading is the focus of current investigations, to further pave the way to highly challenging long-lasting constructions; e.g., bridges or offshore buildings. In order to investigate the behaviour of HPC with different moisture contents in more detail, a mixture of silica sand and basalt aggregate with a maximum grain size of 8 mm was investigated with three different moisture contents. For this purpose, cyclic compressive fatigue tests at a loading frequency of 10 Hz and different maximum stress levels were performed. The main focus was the moisture influence on the number of cycles to failure and the development of concrete temperature and strain. In a further step, only the mortar matrix was investigated. For this purpose, the mixture was produced without basalt, and the moisture influence was investigated on smaller-sized test specimens using dynamic mechanical analysis (DMA) and X-ray computed tomography (XRCT). It was shown that the moisture content of HPC had a significant influence on the fatigue damage behaviour due to the number of cycles to failure decreasing significantly with increased moisture. In addition, there was also an influence on the temperature development, as well as on the strain development. It was shown that increasing moisture content was associated with an increase in strain development. XRCT scans, in the course of the damage phases, showed an increase in internal cracks, and made their size visible. With the help of DMA as a new research method in the field of concrete research, we were also able to measure damage development related to a decrease in sample stiffness. Both methods, XRCT and DMA, can be listed as nondestructive methods, and thus can complement the known destructive test methods, such as light microscopy.