Structural elements for applications in maritime environments, especially offshore installations, are subjected to various stresses, such as mechanical loads caused by wind or waves and corrosive attacks, e.g., by seawater, mist and weather. Thermally sprayed ZnAl coatings are often used for maritime applications, mainly due to good corrosion protection properties. Machine hammer peening (MHP) has the potential to increase fatigue and corrosion fatigue resistance of ZnAl coatings by adjusting various material properties such as hardness, porosity and roughness. This study investigates the fatigue behavior of twin wire arc sprayed and MHP post-treated ZnAl4 coatings. Unalloyed steel (S355 JRC+C) was selected as substrate material and tested as a reference. MHP achieved the desired improvements in material properties with increased hardness, decreased roughness and uniform coating thickness. Multiple and constant amplitude tests have been carried out to evaluate the fatigue capability of coating systems. In the high cycle fatigue regime, the additional MHP post-treatment led to an improvement of the lifetime in comparison to pure sandblasted specimens. The surface was identified as a crack initiation point. ZnAl coating and MHP post-treatment are suitable to improve the fatigue behavior in the high cycle fatigue regime compared to uncoated specimens.