Fretting fatigue often occurs in the interfaces between components, subjected to complex multi-axial load states and high stress gradients at the contact edge region. For the prediction of fretting fatigue crack initiation and in-depth understanding of the crack initiation mechanism, it is essential to investigate the damage mechanisms across various scales and explore the underlying scale coupling mechanisms. By introducing a power-law based scale coupling relationship, a two-scale model of fretting fatigue crack initiation life is proposed by combining macroscopic continuum damage mechanics (CDM) with microscopic crystal plastic finite element method (CPFEM). The simulation results indicate that the predicted fretting fatigue initiation life shows better accuracy than the result predicted by single-scale CDM model. In case of low stress level the rate of accumulated dissipation energy can be clearly divided into two stages with turning points, whereas it exhibits a relatively uniform damage process under high stress level. Moreover, the proposed two-scale model partly provides physical explanation for fretting fatigue crack initiation based on the information from the microscale.