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AbstractForged components are known to show high cyclic and monotonic mechanical properties. This is mainly due to a better compactness and a finer microstructure introduced by the forming process. However, this good mechanical behaviour is sometimes a source of anisotropy especially when the microstructural heterogeneities are not randomly distributed and/or oriented. This study aims at describing the high cycle fatigue response of a forged bainitic steel. This material contains a lot of elongated manganese sulphide (MnS) inclusions, oriented as a function of the rolling or forging direction. Specimens with different orientations relative to the rolling direction are tested in fatigue under push-pull uniaxial and torsion loads.The influence of "inclusion clusters" is clearly demonstrated via the observation of the failure surfaces. Experiments show that the anisotropic fatigue behaviour is due to a change in the crack initiation mechanism. At 0°, when the inclusions are parallel to the applied stress, micro-crack initiation is controlled by the material matrix. At 45° and 90°, elongated manganese-sulfide inclusion clusters are the origin of crack initiation and the fatigue strength drops significantly.A statistical approach based on the competition between two different crack initiation mechanisms is proposed. One mechanism is modelled by local elastic shakedown concepts and the other by linear elastic fracture mechanics. This approach leads to a Kitagawa type diagram and explains the anisotropy in the material. The approach developed in this study demonstrates a framework using both the elastic shakedown concept and the weakest link theory to account for the loading mode, loading path and data scatter in High Cycle Fatigue.