Temperature variation plays a crucial role in the safe operation of welded structures during long-term high-temperature service. The present work aimed to explore the relationship between temperature variation and thermomechanical fatigue (TMF) fracture behaviours in welded joints. To achieve this target, isothermal fatigue (IF) and TMF tests were performed on P92 steel welded joint at different average temperatures (500 °C, 550 °C, 600 °C, 650 °C) and different temperature ranges (0 °C, 100 °C, 200 °C). Results showed that the increases in the average temperature and temperature range induce accelerated cyclic softening, reduction in fatigue life, and more evident dynamic strain ageing (DSA). However, there is an obvious difference in the cyclic response between IF, in-phase TMF and out-of-phase TMF. The decline of friction stress is responsible for the reduced peak stress at a higher average temperature. The back stress plays a more critical role in the cyclic stress response with increasing the temperature range. Moreover, the different diffusion rates of solute atoms and formation rates of carbides at various temperatures are responsible for the pronounced difference in DSA activity. Notably, the fracture location changes with the variation of temperature, which is directly correlated to the evolution of fatigue life. The competitive mechanism between fatigue damage and creep damage is responsible for the shift of fracture location.