The experimental results on fatigue resistance of ultra-fine grain metals produced by severe plastic deformation (SPD) are reviewed with regard to two major characteristics of cyclic damage initiation and failure-fatigue limit and fatigue crack growth rate. The fatigue limit benefits considerably from grain refinement down to submicrocrystalline scale. Factors affecting the fatigue limit are discussed in the light of SPD-processing and resultant ultra-fine grain structure. Contrasting with the fatigue limit, the fatigue crack growth threshold deteriorates after SPD in comparison to that of ordinary polycrystals. Possible mechanisms of fatigue crack initiation and propagation are discussed and the guidelines for manufacturing are provided towards enhancement and optimization of fatigue performance.