Nanosecond single and multiple pulse laser damage studies on HfO₂/SiO₂ high-reflective coatings were performed at 1064 nm. The evolution of LIDT and 100% damage probability threshold under multiple irradiations revealed that fatigue effects were affected by both laser fluence and shot numbers. And the damage probability curves exhibiting different behaviors confirmed experimentally that this fatigue effect of the dielectric coatings was due to material modification rather than statistical effects. By using a model assuming Gaussian distribution of defect threshold, the fitting results of LID probability curves indicated the turning point appeared in the damage probability curves under large shot number irradiations was just the representation of the existence of newly created defects. The thresholds of these newly created defects were exponential decrease with irradiated shot numbers. Besides, a new kind of damage morphologies under multiple shot irradiations were characterized to further expose the fatigue effect caused by cumulative laser-induced material modifications.