The fatigue crack initiation phenomenon in metals is essentially associated to the gliding of dislocations and the creation of slip bands which characterize irreversible damaging mechanisms at the grains scale. A multiscale approach is then interesting to establish a link between the scale of the structure submitted to cyclic loading and the scale of damage. Some stress based criteria were previously proposed in this framework based on the shakedown theories, as Dang Van or Papadopoulos ones. The same approach is developed in this paper in the usual Thermodynamics of Irreversible Processes (TIP) framework in order to study the link between dissipation, shakedown and fatigue damage. Some recent results in metals fatigue coming from infrared thermography experiments are then interpreted through the TIP; the proposed framework seems to be particularly relevant to define a more general feature for the study of the fatigue phenomenon.