Fatigue cracks mostly initiate at sites of stress concentration. Notches and holes decrease the fatigue strength of structures. This phenomenon is called the fatigue notch effect. However, it is difficult to avoid notches and holes, which are in general necessary for the function of structures. Thus, evaluation of the notch effect is very important for the prevention of fatigue fracture. Although many theories have been proposed on the fatigue notch effect, the notch effect and the size effect in fatigue are regarded as difficult problems for most strength design engineers to understand. The size effect in fatigue means the difference in fatigue strength depending on the size of the components. Geometrically similar structures have an identical stress concentration factor. The existence of a non-propagating crack at the fatigue limit is an experimental fact not to be denied and the nature of non-propagating cracks must be understood for safe fatigue design.