In this study, pure Al coatings were deposited on ZK60-T5 Mg alloy substrates via in-situ shot-peening assisted cold spray in order to study the effect of the Al coating on fatigue behavior of coated samples. Fatigue behavior of the coated and un-coated samples has been investigated through experimental tests. The size and shape distribution of powders, microstructural characteristics of coatings and fractography of fatigue test samples have been studied using scanning electron microscopy. The average microhardness of pure Al coating is higher than 70 HV50. In order to obtain the fatigue S-N diagram for each set, coated and un-coated samples have been tested in a load-controlled condition. The tension-compression fatigue experiments reveal that the fatigue property of ZK60-T5 alloy coated with pure Al coatings has significantly deteriorated compared with un-coated samples.