High-temperature components in power plants may fail due to creep and fatigue. Creep damage is usually accompanied by the nucleation, growth, and coalescence of grain boundary cavities, while fatigue damage is caused by excessive accumulated plastic deformation due to the local stress concentration. This paper proposes a multiscale numerical framework combining the crystal plastic frame with the meso-damage mechanisms. Not only can it better describe the deformation mechanism dominated by creep from a microscopic viewpoint, but also reflects the local damage of materials caused by irreversible microstructure changes in the process of creep-fatigue deformation to some extent. In this paper, the creep-fatigue crack initiation analysis of a modified 12%Cr steel (X12CrMoWvNBN10-1-1) is carried out for a given notch specimen. It is found that creep cracks usually initiate at the triple grain boundary junctions or at the grain boundaries approximately perpendicular to the loading direction, while fatigue cracks always initiate from the notch surface where stress is concentrated. In addition to this, the crack initiation life can be quantitatively described, which is affected by the average grain size, initial notch size, stress range and holding time.