Summary.A Bayesian sequential experimental design for fatigue testing based on D-optimality and a non-linear continuous damage model was implemented. The model has two asymptotes for the number of cycles to failure: the fatigue limit and the ultimate tensile strength. With the introduction and stochastic handling of these asymptotes, the D-optimal design accounts naturally for the whole range of reasonable testing levels. Sequential design ensures that all the available data is used efficiently while choosing the next test level.