Fatigue reliability analysis for a high temperature component is a complex task due to the difficulties of doing experiments and uncertainties occurring in practical engineering. Researchers usually focus on the fatigue life scatter of standard specimens since the life data are easily available from fatigue tests. An alternative method is proposed in this paper which can replace the real tests of high temperature components with finite element (FE) simulation. A constitutive model coupled damage rule is utilized in this work to describe the cyclic stress‐strain response. Then, the FE simulations is incorporated into the general framework for reliability assessment. An adaptive least squares support vector machines with Latin hypercube sampling and learning function is employed to construct limit state function. To verify the accuracy and robustness of proposed method, a numerical example is utilized. In the end of this paper, a three‐layer structure extrusion container is applied for whole flowchart of fatigue reliability analysis.