The present paper focuses on the simulation of the non-stationary load histories of engineering vehicles for fatigue tests. For the first time, the characteristics of the service loads experienced by engineering vehicles are described. Then rainflow data-reduction contributing to reduce the testing time and extrapolation of each operating section to generate the unavailable extreme loads in a limit test are carried out. Finally, based on the simulated load history of each operating section using Markov chain Monte Carlo method (MCMC) and the corresponding simulation length generated by the Monte Carlo method, a cyclic simulation approach is proposed to generate non-stationary load histories, by which the cyclic characteristic can be reconstructed well. The results of comparison between the observed and simulated load histories show good agreement.