In the current study, the effects of different ways to implement the complex micro-mechanical behavior of the cement–bone interface on the fatigue failure of the cement mantle were investigated. In an FEA-model of a cemented hip reconstruction the cement–bone interface was modeled and numerically implemented in four different ways: (I) as infinitely stiff, (II) as infinitely strong with a constant stiffness, (III) a mixed-mode failure response with failure in tension and shear, and (IV) realistic mixed mode behavior obtained from micro-FEA models. Case II, III, and IV were analyzed using data from a stiff and a compliant micro-FEA model and their effects on cement failure were analyzed. The data used for Case IV was derived from experimental specimens that were tested previously. Although the total number of cement cracks was low for all cases, the compliant Case II resulted in twice as many cracks as Case I. All cases caused similar stress distributions at the interface. In all cases, the interface did not display interfacial softening; all stayed the elastic zone. Fatigue failure of the cement mantle resulted in a more favorable stress distribution at the cement–bone interface in terms of less tension and lower shear tractions. We conclude that immediate cement–bone interface failure is not likely to occur, but its local compliancy does affect the formation of cement cracks. This means that at a macro-level the cement–bone interface should be modeled as a compliant layer. However, implementation of interfacial post-yield softening does seems to be necessary.