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Steel of the mild-strength S355J2+N steel grade is the most often used steel for manufacturing carrying sections of constructions exposed to fatigue loads. The use of high-strength steels, such as S690QL, allows for the creation of structures that are light and simple to construct. However, increasing the yield strength of high-strength steels does not result in a corresponding increase in fatigue resistance. As a result, using high-strength steels for constructions subjected to fatigue loading can be a major design concern, raising the question of whether high-strength steels should be used at all. Most of the experimental investigations regarding the hot work tool steel X37CrMoV5-1 found in the literature are focused on its machining and wear resistance, with insufficient attention paid to the cyclic loads. This article evaluates the fatigue properties of mild-strength S355J2+N, high-strength S690QL, and X37CrMoV5-1 steel grades. A SHIMADZU servo-hydraulic testing machine is used to perform uniaxial tensile tests under uniaxial fatigue stress-controlled, fully reversed conditions (tensile–compression testing with R = −1 stress ratio) in accordance with EN ISO and ASTM standards. The aim of this paper is to highlight the fatigue characteristics of these three steels that are among the most used in their respective groups. Steel S355J2+N belongs to the group of hot-rolled normalized steels, S690QL belongs to the group of improved (quenched + tempered) steels with increased strength, and X37CrMoV5-1 belongs to the group of high-alloyed tool steels for hot work. This choice was made as the tested steels can be considered typical representatives of their groups. Based on the test results of these three steels, which are organized in S–N curves, the fatigue behavior of the entire mentioned groups of steels can be foreseen. © 2022 by the authors.