There are different stages of the fatigue damage in an engineering component where defects may nucleate in an initially undamaged section and propagate in a stable manner until catastrophic fracture ensues. For this most general situation, the progression of the fatigue damage can be broadly classified into the following stages: (1) substructural and microstructural changes which cause the nucleation of permanent damage, and the creation of microscopic cracks; (2) the growth and coalescence of microscopic flaws to form `dominant' cracks; (3) stable propagation of the dominant macrocrack; (4) structuralinstability or complete fracture. A review of the microscopic and macroscopic theory of the fatigue damage of metal is given in the present paper. The mechanism of the evolution of the fatigue damage is discussed firstly, and the recent advances of the research of the fatigue damage are then presented. Emphasis is given on the application of dislocation mechanics to evaluating the propagation of the fatigue cracks, and the role of dislocation-free zone in the process of the fatigue crack propagation.