•Mechanical properties and microstructure of weldments were quantitatively evaluated.•The ICHAZ and adjacent regions exhibit the most sensitivity to fatigue loading.•The correlation between the micro-region properties and microstructure was clarified. Understanding the evolution of microstructure and micro-region properties of weldments during cyclic loading is a challenge for the reliability assessment of high-temperature components. This work is devoted to quantitatively evaluating the variation of micro-region properties and corresponding responsible microstructural features of P92 steel weldments under interrupted fatigue tests and subsequent creep fracture. To achieve this target, high-resolution characterization techniques, including electron backscatter diffraction (EBSD) and nanoindentation tester were used. The results revealed that the microstructures in the inter-critical heat affected zone (ICHAZ) and adjacent regions, fine-grained HAZ (FGHAZ) and parent metal (PM), show significant sensitivity to fatigue loading. Notably, the grain size in the ICHAZ reaches saturation after fatigue cycles of 10% fatigue lifetime, and the weld metal (WM) keeps unchanged throughout the fatigue loading. After subsequent creep fracture, only the WM presents an increasing trend in the average grain size. Nanoindentation tests uncover that the reductions of the elastic modulus and microhardness in each region also present three cyclic softening behaviour during the fatigue process due to the evolution of martensite lath structure. However, due to nucleation and growth of cavities accelerated by carbide precipitation, relatively low elastic modulus and microhardness were observed after subsequent creep loading.