Fatigue strength tests of TiAlN coated Ti-alloys with coating thicknesses of 1 µm, 5 µm and 15 µm were conducted to investigate the effect of coating thickness on fatigue strength. Under same applied stress amplitude, optimum thickness with longest fatigue life was found to be around the intermediate coating thickness of 5 µm. It is found from detailed observations and discussion that lower fatigue life of coating thickness of 1 µm results from fracture of coating layer under strong influence of deformation of substrate crystal. On the other hand, lower fatigue life of 15 µm coating thickness results from higher tensile residual stress induced in substrate near coating layer and substrate interface.