Current fatigue codes only consider the fatigue performance of drilled and punched holes, limiting the use of thermal cutting processes to produce bolt holes. This paper studies the fatigue performance of structural steel S460 M plates containing thermally cut bolt holes. The research covers three thermal cutting methods: the traditional one (oxy-fuel cutting) and two more modern processes (plasma and laser cutting). Specimen geometry is defined by a rectangular cross section with a cut hole in the middle. All the specimens were conducted to failure by applying fatigue cycles, the stress ratio (R) being 0.1. The corresponding S-N curve and fatigue limit were obtained for each cutting method. Fatigue results have been compared with previous researches on fatigue performance of drilled and punched holes, and with the predictions provided by current fatigue standards, analyzing the possibility to extrapolate their S-N curves, focused on drilled and punched holes, to thermally cut holes.