This chapter is focused on the fatigue life and damage mechanisms of steel 42CrMo4 in the high cycle fatigue (HCF) and very high cycle fatigue (VHCF) regimes at temperatures up to 773 K. For this purpose, resonance fatigue testing was used at different test frequencies (90 Hz and 20 kHz). The influences of the manufacturing process (wrought or cast condition), as well as the core hardness (various heat treatment conditions), were investigated. Fractographic examinations of the fracture surfaces allowed the analysis of crack-initiating defects. Together with light microscopic observations of the defect distribution, the fatigue mechanisms of the steel 42CrMo4 were investigated at different temperatures (RT, 473 K and 773 K). A short crack model according to Chapetti applied to the present results was used to describe the change in the fatigue damage mechanisms operating at RT/473 K and 773 K, respectively. It is shown that high-temperature fatigue at 773 K was dominated by crack growth, whereas fatigue at RT and 473 K was dominated by crack initiation. These investigations complete the work presented in Chap. 24, in which the influence of nonmetallic inclusions on the ultrasonic fatigue behaviour of steel 42CrMo4 is being analysed at room temperature. The present results provide important insights into the crack-initiating defects and their distributions as they are relevant in typical industrial applications.