In the present work, the fatigue strength and enhancement techniques of welded thin-walled (wall thickness of t = 2 mm) square hollow section (SHS) joints made of lean duplex stainless steel (grade EN 1.4162) are experimentally and numerically studied. Experimental fatigue tests were carried out on gas metal arc-welded tubular X-joints subjected to fully reversed (applied stress ratio of R = −1) constant amplitude in-plane bending moment. Geometrical improvement techniques were investigated by applying fully penetrating fillet welds and using structural reinforcements. The applications of high-frequency mechanical impact (HFMI) treatment were examined in the context of further enhancing the fatigue strength of the geometrically improved joints. In addition to the experimental work carried out in this study, the fatigue test data of welded thin-walled SHS and rectangular hollow section (RHS) joints were extracted from literature. Structural stress concentration factors were numerically and analytically obtained to validate the fatigue assessment model for welded thin-walled tubular joints using the structural hot-spot stress method. In addition, the effective notch stress (ENS) concept with the reference radius of rref = 0.05 mm was implemented. Compared to the joints in the as-welded state, fatigue strength improvements of 1.53–2.7 were found in the geometrically improved joints. On the other hand, the HFMI treatment did not lead to an additional increase in the fatigue strength capacity of the studied AW joints. The CIDECT guidelines for the structural hot-spot stress method were found conservative for thin-walled joints (t < 3 mm) and could be recommended for fatigue design.