Strain sensing technology using fibre Bragg grating (FBG) sensors is an attractive capability for aerospace structural health monitoring (SHM) and assessment because they offer resistance to harsh environments, low maintenance, and potential for high density and high strain sensing. The development of FBG inscription techniques through the fibre polymer coating using infrared (IR) lasers has overcome the mechanical weaknesses introduced by removal of the fibre coating, which is typically required for conventional UV laser inscription of FBGs. Type I and Type II femtosecond gratings are fabricated using through-coating inscription techniques, but the higher laser energy used for Type II gratings damages the glass fibre core, impacting mechanical performance. This paper investigates the fatigue performance of Type I and Type II through-coating FBG sensors with different fibre geometries and photosensitisation approaches to evaluate their overall reliability and durability, with a view to assess their performance for potential use in civil and defence SHM applications. The fatigue performance of FBG sensors was assessed under high-strain and high-frequency mechanical loading conditions by using a custom-designed electro-dynamically actuated loading assembly. In addition, pre- and post-fatigue microscopic analyses and high-resolution reflection spectrum characterisation were conducted to investigate the failure regions of the fibres and the effect of fatigue loading on reflection spectrum features. As expected, Type I gratings had a significantly higher fatigue life compared to Type II gratings. However, Type II gratings performed significantly better than conventional UV laser-inscribed FBGs and electrical foil strain gauges. Type II gratings withstand higher temperatures, and are therefore more suitable for application in harsh environments.