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Low, medium and high-intensity (0.19, 0.26 and 0.34 mmA) shot peening treatments and 0.34 mmA high-intensity shot peening combined with slight and severe polishing treatments were used as the pre-treatments to improve the fatigue property of micro-arc oxidation (MAO) coated 6082-T6 aluminum alloy, respectively. In consideration of the significance of substrate residual stress beneath the coating-substrate interface on MAO coated specimens' fatigue property, the substrate residual stress of various coated specimens was analyzed by the X-ray's powerful penetrability. Results indicate that the substrate residual stress state of MAO coated specimens is changed from tensile (+93 MPa) to compressive (−65 to −93 MPa) by the above pre-treatments, which is beneficial for inhibiting the crack initiation at the substrate or resisting the crack's further propagation from the coating into the substrate. Whereas, similar to the compressive residual stress induced by shot peening, the compressive substrate residual stress for prior shot peening + MAO composite coated specimens will also relax during the fatigue tests. In addition, the gradient compressive residual stress beneath the interface induced by prior shot peening reduce the crack propagating rate, thus improving the fatigue property of coated specimens; after the 0.26 mmA shot peening pre-treatment, the fatigue strength at 2 × 107 cycles of MAO coated specimens increases by 59.1 %. Finally, the effects of surface and interface roughness, substrate residual stress and in-depth compressive residual stress on the fatigue life of MAO coated specimens are further discussed. • Pre-treatments improve MAO coated Al alloys' fatigue life by 2.41 to 4.35 times. • Grain refinement of substrate increases MAO coatings' pore size and thickness. • Compressive substrate residual stress inhibits crack propagation beneath interface. • Compressive substrate residual stress relaxes by 8 % to 41 % at 104 fatigue cycles. [ABSTRACT FROM AUTHOR]