The influence of crystallographic texture on high cycle fatigue behaviour has been studied using an extruded rectangular profile of the AZ31 (Mg-Al-3wt%-Zn-wt1%) alloy. The fatigue samples, cut at 0, 45 and 90° to the extrusion direction correspond to different initial textures. Besides high cycle fatigue tests, quasi-static tensile and compression tests were performed to assess the tension-compression asymmetries as a function of the initial texture. The micro-mechanisms of fatigue crack initiation were investigated using scanning electron microscopy and electron backscatter diffraction. Differences in the mechanical properties and the endurance limit for the different sample directions are related to the initial texture and, subsequently, the easiness or difficulty of slip/twinning.