This work is concerned with the development of a modelling framework to predict the effects of tempered-untempered martensite heterogeneity on the thermo-mechanical performance of welded material. A physically-based visco-plasticity model for the inter-critical heat-affected zone (ICHAZ) for 9Cr steels (e.g. P91, P92) is presented in this work, with the ICHAZ represented as a mixture of tempered and untempered martensite. The constitutive model includes dislocation-based Taylor hardening and damage for different material phases. A sequentially-coupled thermal-mechanical welding simulation is conducted to predict the volume fraction compositions for the various weld-affected material zones in a cross-weld specimen. The out-of-phase cyclic thermomechanical (25 degrees C to 600 degrees C) performance of notched and plain samples is comparatively assessed for a range of different tempered-untempered martensitic material heterogeneities. It is shown that the heterogeneity in a simulated cross-weld material is highly detrimental to thermal cyclic performance.