This paper presents an assessment of recent literature on the mechanistic understanding of fatigue crack nucleation and the associated modelling techniques employed. In particular, the important roles of (a) slip localisation and persistent slip band formation, (b) grain boundaries, slip transfer and interfaces, (c) microtexture and twins, and (d) nucleation criteria and microcracks are addressed in the context of the three key modelling techniques of crystal plasticity (CP), discrete dislocation (DD) plasticity and molecular dynamics (MD) where appropriate. In addition, the need for computational fatigue crack nucleation methodologies which incorporate mechanistic understanding is addressed. Key challenges identified include (i) the overall need for multiscale models for fatigue crack nucleation which are continuum-based but mechanistically informed; (ii) full (3D) crystal slip models to capture slip localisation at a DD level; (iii) MD modelling methodologies for slip transfer to inform DD models; and (iv) rigorously validated dislocation structure models at the DD and CP levels.