The edge of a punched hole was thickened by burring processes to improve the fatigue strength of punched ultra-high strength steel sheets. In this process, the sheet was punched by the bottom of the punch, and subsequently the hole edge was thickened by the taper of the punch and the corner step of the die. The fatigue strength of the hole edge thickened by burring was higher than that of the punched hole edge. The punching and the burring were combined into the punching process including thickening. The step height of the die was optimised to increase the height of the hole edge. The quality of the sheared edge for the thickened punched sheet was improved by ironing with the taper of the punch, and compressive residual stress was generated around the hole edge. It was found that the punching process including thickening is effective in improving the fatigue strength of the hole edge in ultra-high strength steel sheets and in preventing the occurrence of delayed fracture.