Fatigue damage behaviour in micron and sub-micron thick Cu films has been investigated using focused ion beam (FIB) microscopy and transmission electron microscopy (TEM). The observations show that cyclic strain localization in the fatigued thin films is affected by the physical dimensions of the material, as evidenced by changes in the extrusion dimensions and by changes in the dislocation structures. The significant decrease in extrusion dimensions and the suppression of the development of bulk-like dislocation structures with decreasing film thickness and grain size is attributed to the strong inhibition of dislocation mobility and activity at small length scales.