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• Prior shot peening improves the CF limit of AO coated aluminum alloy by 50 %. • AO specimens exhibit different CF failure modes under low and high applied stress. • Substrate residual stress and microstructure affect the CF crack propagating path. • Substrate residual stress relaxes in distinct mode under low and high applied stress. Plain (anodic oxidation) and composite (prior shot peening + anodic oxidation) coatings were prepared to investigate their effects on the corrosion-fatigue (CF) property of 6082-T6 aluminium alloy in a 3.5 wt% NaCl aqueous solution. The results indicate that plain coated specimens exhibited similar CF properties to as-machined specimens at low applied stresses. However, under high applied stresses, the plain coating led to a preferential fracture and was unable to effectively prevent corrosion medium. Hence, the CF property of plain coated specimens was found to be inferior to as-machined specimens at high applied stresses. The synergetic effect of substrate residual stress and microstructure beneath the coating-substrate interface reduced the crack propagating rate in the initial stage by deflecting the crack at the grain boundary. Therefore, the CF property of composite coated specimens improved as a whole when compared with as-machined and plain coated specimens. Besides, under low applied stresses, the near-interface substrate residual stress of composite coated specimens occurred the relaxation due to the substrate crack propagation, while under high applied stresses, this was due to the synergetic effect of materials' local cyclic yield and plastic flow, as well as the substrate crack propagation. [ABSTRACT FROM AUTHOR]