Accurate fatigue assessment of material plagued by defects is of utmost importance to guarantee safety and service continuity in engineering components. This study shows how state-of-the-art semi-empirical models can be endowed with additional defect descriptors to probabilistically predict the occurrence of fatigue failures by exploiting advanced Bayesian Physics-guided Neural Network (B-PGNN) approaches. A B-PGNN is thereby developed to predict the fatigue failure probability of a sample containing defects, referred to a given fatigue endurance limit. In this framework, a robustly calibrated El Haddad's curve is exploited as the prior physics reinforcement of the probabilistic model, i.e., prior knowledge. Following, a likelihood function is built and the B-PGNN is trained via Bayesian Inference, thus calculating the posterior of the parameters. The arbitrariness of the choice of the related architecture is circumvented through a Bayesian model selection strategy. A case-study is analysed to prove the robustness of the proposed approach. This methodology proposes an advanced practical approach to help support the probabilistic design against fatigue failure.