Bone, acting as the main load-bearing organ in human body, is of mechanical adaptability. It is prevalent but perilous that under fatigue loading, bone suffers from fatigue damage characterized as the initiation, propagation of micro-cracks, deterioration of bone mechanical properties or even stress fracture, which is commonly seen in long distance running of athletes, fitness training of military recruits and daily activities of the elderly. Bone fatigue damages exist in multi-levels of ultra-micro structure, microstructure and macrostructure. The anti-fatigue units in cortical bone (osteons) and cellular components (osteocytes) inside have been proved to play important roles in fatigue damage prevention, micro-cracks recognition and bone-targeted remodeling activation. Therefore, a general review and summing-up of relative research findings can help to provide a systematic understanding of fatigue behavior and corresponding repair process, and to give some useful references and insights for subsequent clinical researches aiming at prevention and treatment for bone fatigue damage.