Fatigue of materials results from dynamic stress, which has gained in importance in recent decades due to the constantly increasing requirements. A cyclical load already leads to failure below the stress level of static material parameters. In isothermal tests with a cyclical external load, the material fails at internal and external imperfections, whereas components with a themomechanical load are also subjected to cyclical internal loads. These are caused by an inhomogeneous temperature distribution in the component. This thesis takes up this topic and deals with the characterisation and modelling of the material behaviour of high-alloyed steels and precipitation-hardening aluminium alloys under thermomechanical load. A new testing strategy was developed with regard to the assessment and modelling of the influence of thermal stress on precipitation-hardening aluminium alloys. The proposed test strategy allows statements to be made about the influence of ageing on the yield point, as well as possible changes in deformation behaviour. The determination of the ageing behaviour at one ageing temperature for different test temperatures is carried out with one test specimen. The results of the ageing tests also serve as a basis for the parameterisation of a deformation model. In the first step, a strategy for determining the parameters of an elasto-plastic material model is developed. A further evolutionary step also enables the parameterisation of an elasto-viscoplastic age-dependent material model. The simulations show a good agreement with the stress curves of the TMF tests. At higher numbers of cycles there are deviations due to an inadequate mapping of the ageing behaviour. For this reason, a model is presented which allows a better representation of ageing for different temperature levels at higher ageing times. The very locally dependent material properties of aluminium castings make it necessary to take samples from the components to determine the material behaviour. However, due to the progressive increase in performance of the components, it is not always possible to take standard test specimens. In order to be able to detect possible influences of the test cross section on the lifetime behaviour and on the deformation behaviour, comprehensive investigations were carried out. The minimum test diameter was 3.0 mm and the maximum 7.5 mm. No deviations could be detected in the static and cyclic tests. The high-temperature tests showed an increased sensitivity of the lifetime to the temperature profile for the small test diameters. In a further part of the work, the thermomechanical material behaviour of a hot work tool steel and of two dual-hardening steels is investigated. All materials show several cracks on the surface. The first cracks can be seen under the light microscope at one third of the lifetime. The investigations showed that dual-hardening steels also age under thermomechanical stress. With regard to lifetime, one of the dual-hardening steels shows an improved lifetime compared to the hot work tool steel, under identical load.