An experimental investigation into the structural response and slip resistance of aluminium alloy–stainless steel connections fastened by means of high-strength stainless steel swage-locking pins is presented herein. Thirty-seven friction tests on aluminium alloy–stainless steel shear connections featuring different surface treatments and material grades were carried out. Complementary material tests were also performed, while the roughness and hardness of the connected surfaces were measured. The failure modes, load–slip responses, friction coefficients and preloading behaviour of all specimens are fully reported, while the test setup, specimen dimensions, configurations of fasteners, and positions of displacement measurements, are explained. The slip factors corresponding to the different surface treatments are presented, while the key parameters affecting the preload losses of the swage-locking pins and the friction coefficients are described. Finally, the suitability of various surface treatments for aluminium alloy–stainless steel connections is evaluated, while design slip factors, as well as correction coefficients accounting for the influence of different material grades and preload levels on the response of the examined connections, are set out.