Fatigue damage is a concern in the engineering applications particularly for metal structures. The design phase of a structure considers factors that can prevent or delay the fatigue and fracture failures and increase its working life. This paper compiled some of the past efforts to share the modelling challenges. It provides an overview on the existing research complexities in the area of fatigue and fracture modelling. This paper reviews the previous research work under five prominent challenges: assessing fatigue damage accurately under the vibration-based loads, complications in fatigue and fracture life estimation, intricacy in fatigue crack propagation, quantification of cracks and stochastic response of structure under thermal environment. In the conclusion, the authors have suggested new directions of work that still require comprehensive research efforts to bridge the existing gap in the current academic domain due to the highlighted challenges.