The thermo-mechanical fatigue tests of a protective coated Ni-base superalloy were carried out. The substrate of Ni-base superalloy, IN738LC, was coated with CoNiCrAlY protective coatings sprayed by cold spray process. In this paper, the influence of thermo-mechanical loading on fatigue strength was discussed. In addition, the fatigue strength of Cold sprayed specimen was comparison with that of conventional low-pressured plasma sprayed one.