Construction elements like metal structures in offshore facilities are usually protected against corrosion using Zn-Al coatings even though they are subjected to collective stress conditions; including environmental; static and dynamic stresses. Improving Zn-Al coatings' behavior to meet the requirements imposed needs a specific kind of post-treatment. An innovative and promising technique is the Machine Hammer Peening (MHP) process; which is already applied to enhance the hardness; fatigue behavior; and surface quality of mechanical parts. The presented work deals with the effect of the MHP on the surface finish; induced residual stresses and the microstructure at the near-surface of ZnAl4 thermally sprayed coatings. As expected; the coating roughness was reduced from about Rz = 53.5 μm in the as-sprayed condition to 10.4 μm after MHP treatment. Coating densification was also revealed in the near-surface zone. The residual stresses were surprisingly compressive in the as-sprayed condition. This could be related to the low melting point of ZnAl4 so that the impacting in-flight particles had a higher kinetic peening effect on the preceding layers than thermal. The compressive residual stresses increased in the MH-peened coatings because of the applied mechanical work on the coating surface.