High strength steels (HSS) offer a unique opportunity to reduce the weight of civil and off-shore structures and heavy-duty machinery. Such equipment is subjected to continuous cyclic loading and therefore fatigue failure often happens where concentrations of stresses are present, the latter most of the time being caused by connection details. Previous studies have demonstrated that an increase in yield strength does not lead to a proportional increase in fatigue resistance, particularly in welded connections. In that regard, the utilisation of bolted joints is often proposed as an alternative to welded joints. The hole-making procedure is an essential factor in the assessment of the fatigue resistance of bolted joints, since different hole-making techniques yield different surface qualities and residual stresses, which consequently impact the final fatigue limit. This work addresses the effect of the main mechanical (punching, drilling and waterjet) and thermal (plasma and laser) cutting techniques on the fatigue performance of HSS plates containing holes. A series of fatigue tests with moderately thick plates made of S500MC were carried out using different hole-making techniques. The surface, geometry and residual damage of every hole-making procedure were studied by means of optical evaluation, hardness tests and roughness evaluation, and large differences were observed: drilling was found to produce the most geometrically accurate hole and the smoothest surface finish; while laser and waterjet cutting displayed the best fatigue performance. The results of this research can provide an estimation of the applicability of each hole-making process to this particular HSS grade.