The application of the shakedown theory to the analysis of the fatigue problems is presented. This point of view on the fatigue strength and the fatigue damage allows interpreting all types of industrial problems of fatigue in an efficient manner. The description of the stabilized mechanical state after shakedown at all scale, gives access to the engineering values which will drive the fatigue damage of the structure. The evolution of stress and strain tensors thus obtained for a cycle of fatigue, allows predicting the fatigue strength of structures. At high cycle fatigue, when elastic shakedown takes place, the fatigue strength can be described by a simple combination of shear amplitude and hydrostatic pressure at any point of the calculated structure, irrespective of the complexity of the structure and of the loading. At low cycle fatigue, from the stabilized state of the stress and strain, the fatigue strength is derived from a combination of the plastic, or the inelastic strain energy and the hydrostatic pressure. Numerous examples of fatigue analysis for different industrial areas are presented.