Titanium alloy fatigue limit is reduced by brittle coatings. Display omitted •Tension-tension fatigue tests of TC4 alloy with brittle coatings were conducted.•Fatigue crack initiated in brittle coatings and propagated to the interface.•The fatigue limit stress is significantly reduced due to the brittle coatings.•The model of coating cracking-induced fatigue decrease is proposed. In order to study the coating effects on fatigue crack initiation mechanism in Ti-alloys, two types of brittle coatings, CrAlN and TiN, were deposited on the surface of TC4 titanium alloy by physical vapor deposition. The tension-tension fatigue tests and the in-situ observations of fatigue crack morphology were performed to study the coating effects on the fatigue crack initiation and propagation in the Ti-6Al-4V alloy. It was found that the 510–530 MPa TC4 fatigue limit is reduced to 315–330 MPa due to the CrAlN coating. The brittle coatings impeded the deformation of the TC4 samples at the beginning stage of fatigue tests, while coating cracking promoted the elongation of the tested samples. Fatigue crack was found to be initiated in the brittle coatings and propagated to the coating-substrate interface, inducing micro-damage of the substrate surface. The fracture surface of coated and uncoated samples was quite different, and the formation of non-propagating fatigue cracks was also observed. The coating cracking-induced low cyclic stress substrate damage model was proposed. This study should be of significance for the coating improvement and provides a theoretical basis for improving fatigue properties of coating materials.