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This study focuses on predicting the fatigue life of notched specimens with geometries and microstructure representative of welded joints. It employs 26 series of fatigue tests on welded and non-welded specimens containing notches located in different material zones, including the parent material, weld metal, and heat-affected zone. Overall, 351 test samples made of six structural steels are included in the present evaluation. For each individual specimen, the stress concentration factor, as well as the stress distribution in the notched section, was determined for subsequent fracture mechanics calculation. The latter is employed to estimate the fraction of fatigue life associated with crack propagation, starting from a small surface crack until fracture. It was shown that the total fatigue life can be realistically predicted by means of fracture mechanics calculations, whereas estimates of the fatigue life until macroscopic crack initiation are subject to numerous uncertainties. Furthermore, methods of statistical data analyses are applied to explore correlations between the S–N curves and the notch acuity characterized by the notch radius, opening angle, and the stress concentration factor. In particular, a strong correlation is observed between the notch acuity and the slope of the S–N curves.