Port of C# equivalent in SO answer by @NikosBaxevanis :- http://stackoverflow.com/a/19954215/11635

AutoControllerData.fs

module WebApi2Helpers

// Port of answer by @nikosbaxevanis :- http://stackoverflow.com/a/19954215/11635

open System
open Ploeh.AutoFixture
open Ploeh.AutoFixture.Kernel
open Ploeh.AutoFixture.Xunit
open Ploeh.AutoFixture.AutoFoq
open System.Web.Http.Hosting
open System.Web.Http
open System.Net.Http

type HttpRequestMessageCustomization() =
    interface ICustomization with
        member this.Customize fixture =
            fixture.Customize<HttpRequestMessage>( fun c -> 
                c
                    .Without( fun x -> x.Content)
                    .Do( fun (x:HttpRequestMessage) -> x.Properties.[HttpPropertyKeys.HttpConfigurationKey] <- new HttpConfiguration()) 
                :> ISpecimenBuilder ) |> ignore

type ApiControllerSpecification() =
    interface IRequestSpecification with
        member this.IsSatisfiedBy request =
            match request with
            | :? Type as requestType -> typeof<ApiController>.IsAssignableFrom requestType 
            | _ -> false

type ApiControllerFiller() =
    interface ISpecimenCommand with
        member this.Execute (specimen,context) =
            if specimen = null  then raise <| ArgumentNullException "specimen"
            if context = null   then raise <| ArgumentNullException "context"
            match specimen with
            | :? ApiController as target -> 
                target.Request <- context.Resolve typeof<HttpRequestMessage> :?> HttpRequestMessage
            | _ -> raise <| ArgumentException( "The specimen must be an instance of ApiController.",  "specimen")

type ApiControllerCustomization() =
    interface ICustomization with
        member this.Customize fixture = 
            fixture.Customizations.Add(
                FilteringSpecimenBuilder(
                    Postprocessor(
                        MethodInvoker( ModestConstructorQuery()),
                        ApiControllerFiller()),
                    ApiControllerSpecification())) |> ignore

type AutoControllerData() =
    inherit AutoDataAttribute( 
        Fixture().Customize( 
            CompositeCustomization(  
                HttpRequestMessageCustomization(),
                ApiControllerCustomization(),
                AutoFoqCustomization())))