Advanced high-strength steels (AHSSs) with Zn coatings are commonly joined by the resistance spot welding (RSW) technique. However, Zn coatings could possibly cause the formation of liquid metal embrittlement (LME) cracks during the RSW process. The role of a Zn coating in the tensile-shear fatigue properties of a welding joint has not been systematically explored. In this study, the fatigue properties of tensile-shear RSW joints for bare and Zn-coated advanced high-strength steel (AHSS) specimens were comparatively studied. In particular, more severe LME cracks were triggered by employing a tilted welding electrode because much more stress was caused in the joint. LME cracks had clearly occurred in the Zn-coated steel RSW joints, as observed via optical microscopy. On the contrary, no LME cracks could be found in the RSW joints prepared with the bare steel sheets. The fatigue test results showed that the tensile-shear fatigue properties remained nearly unchanged, regardless of whether bare or Zn-coated steel was used for the RSW joints. Furthermore, Zn mapping adjacent to the crack initiation source was obtained by an electron probe micro-analyzer (EPMA), and it showed no segregation of the Zn element. Thus, the failure of the RSW joints with the Zn coating had not initiated from the LME cracks. It was concluded that the fatigue cracks were initiated by the stress concentration in the notch position between the two bonded steel sheets.