In this paper, a coupled reliability method for structural fatigue evaluation considering load shedding is first proposed based on probabilistic fracture mechanics in which the uncertainties of the structural parameters are taken into account. Then, the method is applied to predict the fatigue reliability of the T‐welded structure to the case of considering load shedding or not. The compared results show that by considering the load shedding, the structural fatigue reliability might be improved with less conservativeness. The influence rules of the load‐shedding coefficient on the fatigue failure probability of the T‐welded component are investigated, and some interesting results are obtained. That is, the influences of load‐shedding coefficient on the fatigue failure probability can be divided into three regions, namely the high, medium and low fatigue failure areas. The last area is the most intriguing when we try to design a T‐welded structure. The thickness of T‐welded structure along the crack propagation direction is found to be one of the important design variables for the design of fatigue reliability, in which the low‐fatigue failure zone is used as one of the reliability constraints. The basic design frame of T‐welded structure is established to constrain the fatigue failure probability within the low‐fatigue failure area.