In the structural fatigue fields, such as aerospace, maritime, and civil engineering, the accurate construction of the Probability-Stress-Life (P-S-N) curve is crucial for preventing unexpected structural failures and is fundamental to the engineering design process. Conventional methods usually assume that the fatigue life distribution follows a normal or weibull distribution, which overlooks the differences of life distribution at different stress levels and introduces subjective errors. To address this issue, this paper proposes a new approach based a multi-layer perceptron model with maximum entropy algorithm (MPME) for probabilistic fatigue life prediction. During the derivation of life probability distribution function in this approach, the type not require any pre-assumption, thus effectively avoiding the introduction of subjective errors. Specifically, the dispersed information of fatigue life is quantified as various life distribution statistical features such as mean, variance, skewness, and kurtosis. Next, learn the continuous functional relationship between stress and these features using a multi-layer perceptron (MLP). Finally, the target probability distribution is derived using the maximum entropy algorithm, with the predicted distribution features obtained from the MLP serving as constraints for it. In addition, to ensure the consistency between the prediction of MLP and physical laws, we encode physical knowledge into the network loss to guide the updating of network parameters. Experimental results of two different material fatigue data demonstrate that, compared to traditional deterministic model-based methods and machine learning methods, the MPME in this paper can more accurately predict the probabilistic fatigue life. •A multi-layer perceptron with maximum entropy algorithm for probabilistic fatigue life prediction is proposed.•The paradigm of learning distribution models parameter in machine learning-based methods had been revolutionized.•A hybrid Loss function is constructed to guide the parameter updating of network.•The performance of the model was evaluated using three metrics on two datasets.