Hard anodized (HA) and micro arc oxidation (MAO) coatings of identical thickness were deposited on two different high strength aluminum (Al) alloys namely, 2024‐T3 and 7075‐T6. Further, as received Al alloys were also subjected to shot peening (SP) to induce subsurface compressive residual stresses followed by the MAO coating deposition (SP + MAO). The average velocity of particle‐in‐flight during the SP process was measured and utilized to calculate the kinetic energy of the peening particles. The bare and coated alloys were subjected to completely reversed stress (R = −1) rotating beam high cycle fatigue tests at five different stress levels. In addition, the bare and coated alloys were also evaluated for their tensile properties, elemental composition, phase constituents, surface, and cross‐sectional morphologies including the surface roughness (Ra, Rz) and correlated the same with the corresponding fatigue behavior. Irrespective of substrate alloy composition and stress levels investigated, the duplex SP + MAO treatment resulted in significant fatigue life enhancement over and above the fatigue life of corresponding bare (not shot peened) Al alloy, while the hard anodized and plain MAO (both without prior shot peening) continue to exhibit significant fatigue debit. Driven by the compressive residual stresses present beneath the subsurface region of SP + MAO coating interface, fractured surface examination of SP + MAO coatings clearly highlights the crack‐branching associated multiple crack deflection as the predominant operative mechanism responsible for diminishing the crack growth rate and therefore enhance the fatigue life as compared with the near linear crack extension without significant deflections leading to relative premature failure of plain MAO coated alloys.