The fatigue durability of polyamide 6,6 has been studied for various maximal stresses. We focus on the identification of the microscopic mechanisms responsible for damaging in fatigue regime. We show that the apparent stiffness, or dynamic modulus, decreases linearly as a function of the logarithm of the number of cycles during fatigue tests, except at the very end of the lifetime, prior to failure. This suggests a progressive, accumulative, and generalized damage in the material. This damage mechanism has been characterized at various scales with electron microscopy and X-ray scattering. These analyses show that low density domains are formed at nanometric scale at the early stages of fatigue. The number and size of these domains increase as a function of the number of cycles, explaining the logarithmic decrease of dynamic modulus. These low density domains become anisotropic and evolve into crazes at the ultimate stages of fatigue. The size distribution, density, and form factor of the defects have been characterized during fatigue. The damaging mechanisms and the different steps of damage are discussed in the context of a recent theoretical model.