A study was conducted to investigate the effects of surface microhardness on different phases of fatigue damage. This helps to estimate the evolution of the material resistance from microplastic distortions and gives pertinent data about cumulated fatigue damage. The objective of this work is to propose a damage criterion, associated with microstructural changes, to predict the fatigue life of steel structures submitted to cyclic loads before macroscopic cracking. Instrumented indentation tests (IIT) were conducted on test samples submitted to high cycle fatigue (HCF) loads. To evaluate the role of the microstructure initial state, the material was considered in two different conditions: as-received and annealed. It was observed that significant changes in the microhardness values happened at the surface and subsurface of the material, up to 2 µm of indentation depth, and around 21% and 7% of the fatigue life for as-received and annealed conditions, respectively. These percentages were identified as a critical period for microstructural changes, which was taken as a reference in a damage criterion to predict the number of cycles to fatigue failure (Nf) of a steel structure.