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In this paper, the experimental investigations, constitutive description and numerical modelling of low-cycle fatigue behaviour of P91 steel in non-isothermal conditions are presented. First, experimental tests are performed to recognise different aspects of material behaviour. Then, an appropriate constitutive model is developed within the framework of thermodynamics of irreversible processes with internal state variables. The model describes two phases of cyclic softening, related to plastic mechanisms. An important goal of the presented research is to include thermomechanical coupling in the constitutive modelling. Next, the model parameters are identified based on the available experimental data. Some parametric studies are presented. Finally, numerical simulations are performed, which indicate the significant influence of thermomechanical coupling on the response of the constitutive model in thermomechanical fatigue conditions.