The high cycle fatigue characteristics of magnesium alloys under low humidity, high humidity (80% RH) and sprayed 5%NaCl solution environments have been introduced. Fatigue limit of bulk magnesium alloy was significantly reduced even under high humidity condition, while other structural materials such as steel and aluminum alloy showed no influence of humidity on fatigue limit. The reduction of fatigue limit under 5% NaCl environments was much larger than that under high humidity environment. The remarkable reduction of fatigue limit under corrosive environments was attributed to the formation of corrosion pit, which was induced by simultaneous action of mechanical loading and corrosive environment. To improve the reduced fatigue strength under corrosive environment, coating used to apply on the surface. Non-chromium chemical conversion coating showed superior effect on the improvement of fatigue strength under corrosive environment compared to anodized coating. Fatigue strengths of the coated and painted AZ61 alloy under high humidity and 5%NaCl environments showed almost the same fatigue strength as bulk material under low humidity.