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Additively manufactured stainless steels have become increasingly popular due to their desirable properties, but their mechanical behavior in structural parts is not yet fully understood. Specifically, the impact of columnar microstructures on fatigue behavior is still unclear. A typical directed energy deposition (DED)‐fabricated 316L stainless steel microstructure consists of distinct zones with equiaxed and columnar grains. To answer the question of how these zones of a DED‐fabricated 316L stainless steel microstructure affect the local mechanical behavior individually, such as the fatigue strength, stress/strain distribution, and fatigue life, crystal plasticity simulations are conducted to investigate the influence of microstructure on local mechanical behavior such as fatigue strength, stress/strain distribution, and fatigue life. The simulations find that columnar microstructures exhibit better fatigue strength than equiaxed structures when the load is parallel to the major axis of the columnar grains, but the strength decreases when the load is perpendicular. This study also uses machine learning to predict fatigue life, which shows good agreement with crystal plasticity modeling. The study suggests that the combined crystal plasticity–machine learning approach is an effective way to predict the fatigue behavior of additively manufactured components.