To investigate the effects of the surface roughness of substrate on fatigue properties of a thermally sprayed specimen, three types of substrates with different surface roughness were prepared. After thermal spraying, two types of post heat treatments (fusing) were performed by an induction heating system and a vacuum furnace: Then rotational bending fatigue tests were carried out. Two types of fatigue fracture mechanisms were observed; in the former was an interface delamination mode and in the latter was a coating fracture mode. In the case of the interface delamination mode, substrate roughness strongly affected the fatigue strength of the sprayed specimen; the rougher the substrate surface, the higher the fatigue strength. This is because rougher substrate leads to higher adhesive strength between the coatings and the substrate. In the case of the specimen failure in the coating fracture mode, the surface roughness of the substrate had no remarkable effect on the fatigue strength of the sprayed specimen.