Grouted connections (GCs) are widely used to connect superstructures and driven piles in offshore wind turbine structures. They resist fatigue loading in marine splash zones and even submerged environments. In this paper, six GC segment specimens were designed and tested under fatigue loading in both the air and water ingression conditions. The results in the air condition showed that for the specimens with lower loading ranges, the strain distributions and residual displacements stabilized after 20 thousand load cycles. These conditions persisted until the end of the test with two million cycles, with only a few tiny cracks appearing on the grout material surface. Meanwhile, wide cracks and grout material exfoliation were found in specimens with higher loading ranges. The residual displacement accumulated gradually, which eventually caused the termination of the test when it reached 5 mm after 1.3 million cycles. The results in the water ingression condition showed that the water had entered into the micro-cracks of the grout material, which severely degraded the fatigue behavior of the GC specimens. Even in lower loading ranges, specimens W-1 and W-2 only endured 0.264 million and 64 thousand load cycles before the displacement of the top clamp reached −10 mm. Compared with two specimens tested in the air, with a total displacement of less than −0.7 mm after two million load cycles, the severe deteriorating effect of water ingression on the fatigue behavior of GCs was apparent.