In this study, we investigated the cracking behaviour of MCrAlY-coated superalloys having different interfacial strengths. A cyclic damage-coupled cohesive zone model is proposed to describe the fatigue crack initiation and propagation at the interface between the coating and the substrate. Our results indicate that a high interfacial strength leads to a significant stress concentration owing to the increasing interfacial stiffness. Moreover, high interfacial strength delays interfacial crack propagation but promotes the accumulation of deformation energy in the substrate, which accelerates fatigue crack initiation in the substrate. This work shows two aspects of high interfacial strength and can provide new insights into coating design.