To solve the shortage of austenite phase precipitation caused by nitrogen loss in the welding process of UNS S2205 duplex stainless steel (DSS), shielding gas nitriding was investigated by adding different N2 contents in Ar shielding gas during the welding process. A good thin-walled pipe butt joint was formed using the pulsed tungsten inert gas (P-TIG) welding method with Ar-N2 shielding gas. High cycle fatigue tests of the weld joints were conducted to study the effect of shielding gas nitriding on the fatigue properties. Fatigue tests at three stress levels of 225 MPa, 270 MPa, and 360 MPa were carried out on the weld joints with different N2 contents, and the fatigue samples were all fractured in the high temperature heat-affected zone (H-HAZ). Within the current process parameters, the fatigue life of the 4 vol.% N2 welded joints was optimal. Fatigue striations appeared in the fatigue crack propagation zone, and the transient fracture zone was similar to the tensile fracture. Under the low-stress level, the area of the crack propagation zone under 4 vol.% N2 was the highest, the tear ridges all expanded around the crack source area, and the fatigue crack propagation zone presented a radial distribution. The proliferation and expansion of dislocations were mainly carried out in the austenite grains, and the dislocation density of the fatigue specimens under 4 vol.% N2 was smaller than that of the Ar specimens. Shielding gas nitriding effectively improved the balance of the two-phase ratio and the hardness of austenite phase, optimized the internal slip system, inhibited the proliferation of dislocations in the austenite phase, and improved the fatigue life of weld joints.