In this study, damage initiation micromechanisms in friction stir-welded DP600 steel sheets during tensile deformation were studied by scanning electron microscopy (SEM) and electron backscatter diffraction. For this purpose, DP600 steel was welded using friction stir welding with two combinations of rotational and transverse speed, to prepare joints with low and high heats. Microhardness measurements on the cross section of the weldments revealed the formation of a softened zone in the HAZ as a result of the tempering of the martensite, which led to the localization of strain and failure during the tensile testing. SEM observations on the cross section of tensile tested specimens showed that ferrite–martensite interface decohesion and martensite fracture are the main void nucleation mechanisms in the DP600 steel. For the sample welded with low heat input, ferrite–martensite interface decohesion started at higher strains compared to the DP600 steel. A new void initiation mechanism including plastic deformation of tempered martensite, necking, separation of martensite fragments and formation of a void between the separated segments was also suggested for this sample. For the sample welded with high heat input, formation of void at the ferrite–cementite interface was the main void nucleation mechanism and ferrite–martensite interface decohesion was an inactive mechanism.