When a mechanical part is subjected to a repeated mechanical stress, it may be damaged after a number of cycles by several crack initiations and the propagation of a main crack. This is the phenomenon of fatigue damage. The thesis specifically deals with possible damage in some components of nuclear plants due to thermal fatigue. Unlike conventional mechanical fatigue damage where a main crack develops in the part, thermal fatigue damage usually results in the appearance of a network of cracks on its surface. Two aspects are discussed in the thesis. The first is the experimental study of fatigue multiple cracking stage. Two mechanical test campaigns with multicracking detection by digital image correlation were conducted. They involve uniaxial and equibiaxial mechanical loads in tension/compression with no mean stress. This work allows the evolution of different networks of cracks to be monitored and quantified through mechanical loadings. The second is the numerical simulation of the phenomenon of fatigue damage. Three types of models are used (i.e., stochastic, probabilistic, and cohesive elements). The experimental results have led to the identification of a multiple crack initiation law in fatigue, which is compared with the numerical results. This comparison shows the relevance of the use of an analytical probabilistic model to obtain statistical results on the density of cracks that can be initiated with thermal and mechanical fatigue loadings.