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Fatigue causes cracking or breakage in a material due to repeated loads; it causes the material to become unusable. Therefore, knowing the fatigue life of materials is crucial for the implementation of designs, economy and human life. Soft computing methodologies, a subset of artificial intelligence emerging to simulate human intelligence, deal with approximate models and seek solutions to complex real-life problems relying on both computational power of machines and the high accuracy of the algorithms. In this study, soft computing methods adapted for estimating/predicting the fatigue life of engineering structures and materials are investigated. For this purpose, 95 articles published between 1995 and 2020 have been examined in detail. With this review, it is aimed to reveal the efficiency of soft computing methods and contribute to their development. Recommendations have been made to draw attention to these methodologies which are expected to be used in many areas in the future.