In order 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 for 200 seconds and a vacuum furnace for 0.5 hours. Then rotational bending fatigue tests were carried out. Two types of fatigue fracture mechanisms were observed; (a) A delamination between the coating layer and the substrate had occurred during the fatigue process and then the fatigue fractures started at the newly created surfaces of substrates at such boundary (interface delamination mode), (b) such a delamination had not occurred, but the fatigue fractures started at the surface of the coating (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 coating and the substrate which is resulted from i) increase of the anchor strength and ii) increase of the physical adsorption strength. In the case of the coating fracture mode, however, the sprayed specimens showed very high fatigue strength irrespective of substrate roughness indicating that the surface roughness of the substrate had non effect on the fatigue strength of the sprayed specimen. On the other hand, the severe roughening of the substrate surface disturbed the improvement of fatigue strength. It is because excessive roughening of the substrate surface induces the micro void at interface between the coating and the substrate.