We continuously monitored the microstructure of a rat-tail tendon during stretch/relaxation cycles. To that purpose, we implemented a new biomechanical device that combined SHG imaging and mechanical testing modalities. This multi-scale experimental device enabled simultaneous visualization of the collagen crimp morphology at the micrometer scale and measurement of macroscopic strain-stress response. We gradually increased the ultimate strain of the cycles and showed that preconditioning mostly occurs in the first stretching. This is accompanied by an increase of the crimp period in the SHG image. Our results indicate that preconditioning is due to a sliding of microstructures at the scale of a few fibrils and smaller, that changes the resting length of the fascicle. This sliding can reverse on long time scales. These results provide a proof of concept that continuous SHG imaging performed simultaneously with mechanical assay allows analysis of the relationship between macroscopic response and microscopic structure of tissues.