Studying the effect of notch on the fatigue behavior of structural materials is of significance for the reliability and safety designing of engineering structural components. In this work, we conducted notch fatigue experiments of two high-strength materials, i.e. a Ti32.8Zr30.2Ni5.3Cu9Be22.7 metallic glass (MG) and a 00Ni18Co15Mo8Ti ultra-high strength steel (CM400 UHSS), and compared their notch fatigue behavior. Experimental results showed that although both the strength and plasticity of the MG were much lower than those of the UHSS, the fatigue endurance limit of the notched MG approached to that of the notched UHSS, and the fatigue ratio of the notched MG was even higher. This interesting finding can be attributed to the unique shear banding mechanism of MG. It was found that during fatigue process abundant shear bands formed ahead of the notch root and in the vicinity of the crack in the notched MG, while limited plastic deformation was observed in the notched UHSS. The present results may improve the understanding on the fatigue mechanisms of high-strength materials and offer new strategies for structural design and engineering application of MG components with geometrical discontinuities.