The Interaction of hydrogen with retained austenite under fatigue loading of dual-phase and complex-phase high-strength steels with strength of about 1200 MPa was studied. A load-controlled fatigue test was performed in the air with the maximum applied tensile strength of 900 MPa, which is just below the offset yield point of the studied steels. The trapping of hydrogen accumulated into the studied steels under the fatigue loading was studied by thermal desorption spectroscopy. Measurements of hydrogen trapping evolution and microstructure changes during fatigue testing reveal a complicated hydrogen trapping behavior driven by hydrogen interaction with deformation defects and retained austenite. Hydrogen concentration increases in the studied steels during the fatigue testing in the air without preceding hydrogen charging. The fracture surfaces were studied by scanning electron microscopy evidencing the relationship between the hydrogen concentration increase related to retained austenite and initiation of the intergranular fatigue fracture. The role of retained austenite in hydrogen-assisted fatigue cracking is discussed and a possible mechanism of the hydrogen-assisted fatigue crack initiation in the high-strength steels is proposed.