In this paper, the fatigue performance of a ceramic-coated Ti-6Al-4 V alloy was dramatically improved by ultrasonic surface rolling (USR) pretreatment. The effects of coating and residual stress field generated by USR on the fatigue performance, crack path, and failure mechanism of the Ti-6Al-4 V alloy were investigated. Owing to low intrinsic toughness of the TiZrN/TiZr coating, the fatigue crack initiation life of Ti-6Al-4 V alloy was significantly reduced. However, USR with higher processing density significantly improved the fatigue lifetime of the TiZrN/TiZr-coated titanium alloy, which could increase the TiZrN/TiZr-coated titanium alloy fatigue lifetime more than two orders of magnitude at a maximum alternating stress of 550 MPa. This behavior was ascribed mainly to USR with a high processing density hindering the fatigue crack initiation life and growth by inducing a compressive residual stress field with good thermal stability (coating process) and alternating load stability (fatigue progress) on the surface of the titanium alloy. The results promoted the application of ceramic coatings in aerospace to improve the solid-particle erosion resistance and fatigue of aviation equipment.