This paper presents an experimental device developed to detect and estimate dissipated energy during very high cycle fatigue tests (VHCF) at high loading frequency (20 kHz) and low stress (i.e. far below the yield stress). Intrinsic dissipation is computed using local expressions of the heat diffusion equation and thermal data fields provided by an infrared focal plane array camera. The results obtained from tests performed on pure copper specimens show that dissipated energy exists whatever the attainable stress range and show that the dissipated energy rate is not constant throughout the test. Both findings are respectively incompatible with the concepts of fatigue limit based on elastic shakedown or on stabilized cyclic state associated with the mechanical hysteresis loop (viscoplastic shakedown).