This study presents a comprehensive experimental investigation of the high-cycle fatigue (HCF) behaviour of the ductile aluminium alloy AA 5083-H111. The analysed specimens were fabricated in the rolling direction (RD) and transverse direction (TD). The HCF tests were performed in a load control (load ratio R = 0.1) at different loading levels under the loading frequency of 66 Hz up to the final failure of the specimen. The experimental results have shown that the S-N curves of the analysed Al-alloy consist of two linear curves with different slopes. Furthermore, RD-specimens demonstrated longer fatigue life if compared to TD-specimens. This difference was about 25% at the amplitude stress 65 MPa, where the average fatigue lives 276,551 cycles for RD-specimens, and 206,727 cycles for TD-specimens were obtained. Similar behaviour was also found for the lower amplitude stresses and fatigue lives between 106 and 108 cycles. The difference can be caused by large Al6(Mn,Fe) particles which are elongated in the rolling direction and cause higher stress concentrations in the case of TD-specimens. The micrography of the fractured surfaces has shown that the fracture characteristics were typical for the ductile materials and were similar for both specimen orientations.