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Fatigue behavior of dissimilar ultrasonic spot welds in lap-shear specimens of magnesium AZ31B-H24 and hot-dipped-galvanized mild steel sheets is investigated based on experimental observations, closed-form stress intensity factor solutions, and a fatigue life estimation model. Fatigue tests were conducted under different load ranges with two load ratios of 0.1 and 0.2. Optical micrographs of the welds after the tests were examined to understand the failure modes of the welds. The micrographs show that the welds mainly fail from kinked fatigue cracks growing through the magnesium sheets. The optical micrographs also indicate that failure mode changes from the partial nugget pullout mode under low-cycle loading conditions to the transverse crack growth mode under high-cycle loading conditions. The closed-form stress intensity factor solutions at the critical locations of the welds are used to explain the locations of fatigue crack initiation and growth.