The data given here are for the following European structural steels: S275, S355, S460, and S690. Testing was performed at room temperature using 72 axial coupons divided into 12 monotonic tensile tests, and 60 cyclic tests. The cyclic tests included 12 tests at variable strain amplitude and 48 tests at four different constant strain amplitudes namely ±1%, ±3%, ±5%, and ±7%. The specific objectives of the experimental investigation were threefold: (i) establish basic mechanical properties of the considered steel materials with a focus on their ductility at large deformations under monotonic loading; (ii) evaluate their stress-strain response and low-cycle fatigue life characteristics subjected to repeated cyclic plastic deformations; and (iii) explore the effects of cyclic loading on the mechanical properties of the materials. Overall, this work provides a detailed evaluation of the cyclic response characteristics of S275, S355, S460, and S690 structural steels, which can be suitable to develop constitutive models for steel materials under seismic loading conditions.