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High-temperature components utilised in practical service are often subjected to multiaxial non-proportional loading due to their complex geometry. In the present study, a set of strain-controlled fatigue tests were conducted on P92 steel at 600 °C, including uniaxial, multiaxial proportional, and multiaxial non-proportional loading conditions. Results reveal that the axial and shear stresses exhibit varied responses to the different non-proportionalities, with proportional loading resulting in the shortest fatigue life when the strain ratio is small. The non-proportional loading induces accelerated cyclic softening at axial direction while the shear stress is enhanced. Electron backscatter diffraction (EBSD) and transmission electron microscope (TEM) analysis indicate that the increased role of shear stress promotes the dislocation motion from the planar slip to cross-slip under non-proportional loading, which in turn facilitates the microstructure evolution. It is also important to note that the evident development of microstructure and the combined effect of more crack initiations and more secondary cracks contribute to the lowest fatigue life under proportional loading. • The non-proportional loading accelerates axial cyclic softening while the shear stress is enhanced. • The lowest fatigue life of P92 steel appears under proportional loading when the strain ratio is small. • The increased role of shear stress promotes the dislocation motion from the planar slip to cross-slip. [ABSTRACT FROM AUTHOR]