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This paper deals with the study of damping as a possible measure for mitigating fatigue. It involves the experimental characterisation of thin aluminium alloy cantilever beams as representatives of flexible structures. The beams are treated with Plasma Electrolytic Oxidation (PEO) to produce dense, polycrystalline alumina coatings on the surface. These coated beams are then subjected to dynamic testing to assess the level of damping introduced by the coatings. This measurement of damping sheds light on the role of the microstructure of the coating in damping and how to optimize damping from the PEO process. Higher level of damping is desirable as it attenuates the level of stress in the substrate, leading to higher fatigue life. Simple numerical and experimental method shows that PEO coatings can be a viable method of damping.