For applications with variable loading, fatigue performance of coated parts is of utmost importance. In this study, fatigue performance of conventional structural steel coated with thermal barrier coating (TBC) was evaluated in cyclic bending mode by “SF-Test” device. Testing was carried out at each stage of the TBC preparation process, i. e., for as-received and grit-blasted substrates, as well as for samples with Ni-based bond-coat and complete TBC: bond-coat with YSZ-based top-coat. Comparison of results obtained for different loading amplitudes supplemented by fractographic analysis enabled identification of dominating failure mechanisms and demonstrated applicability of the high-frequency resonant bending test for evaluation of fatigue resistance alteration at each stage of the TBC deposition process.