This paper presents the entropic damage indicators for metallic material fatigue processes obtained from three associated energy dissipation sources. Since its inception, reliability engineering has employed statistical and probabilistic models to assess the reliability and integrity of components and systems. To supplement the traditional techniques, an empirically-based approach, called physics of failure (PoF), has recently become popular. The prerequisite for a PoF analysis is an understanding of the mechanics of the failure process. Entropy, the measure of disorder and uncertainty, introduced from the second law of thermodynamics, has emerged as a fundamental and promising metric to characterize all mechanistic degradation phenomena and their interactions. Entropy has already been used as a fundamental and scale-independent metric to predict damage and failure. In this paper, three entropic-based metrics are examined and demonstrated for application to fatigue damage. We collected experimental data on energy dissipations associated with fatigue damage, in the forms of mechanical, thermal, and acoustic emission (AE) energies, and estimated and correlated the corresponding entropy generations with the observed fatigue damages in metallic materials. Three entropic theorems—thermodynamics, information, and statistical mechanics—support approaches used to estimate the entropic-based fatigue damage. Classical thermodynamic entropy provided a reasonably constant level of entropic endurance to fatigue failure. Jeffreys divergence in statistical mechanics and AE information entropy also correlated well with fatigue damage. Finally, an extension of the relationship between thermodynamic entropy and Jeffreys divergence from molecular-scale to macro-scale applications in fatigue failure resulted in an empirically-based pseudo-Boltzmann constant equivalent to the Boltzmann constant.