Structural elements of offshore facilities, e.g., offshore wind turbines, are subject to static and dynamic mechanical and environmental loads, for example, from wind, waves, and corrosive media. Protective coatings such as thermal sprayed ZnAl coatings are often used for protection, mainly against corrosive stresses. The Machine Hammer Peening (MHP) process is an innovative and promising technique for the post-treatment of ZnAl coating systems that helps reducing roughness and porosity and inducing compressive residual stresses. This should lead to an enhancement of the corrosion fatigue behavior. In this paper, the effect of a thermally assisted MHP process was investigated. The softening of the coating materials will have a direct effect on the densification, residual porosity and the distribution of cracks. The investigation results showed the influence of thermally assisted MHP on the surface properties, porosity, residual stresses, and hardness of the post-treated coatings. The best densification of the coating, i.e., the lowest porosity and roughness and the highest compressive residual stresses, were achieved at a process temperature of 300 °C. A further increase in temperature on the other hand caused a higher porosity and, in some cases, locally restricted melting of the coating and consequently poorer coating properties.