The fatigue behaviour of the latest generation high-strength steels (σUTS= 950-1000 MPa) was studied. Specifically, the study focused on the initiation stage of the fatigue microcracks. With this objective, uniaxial fatigue tests were carried out with a high number of cycles. During these tests, the deformation history of the test piece was monitored using speckle interferometry. This technique allows the evolution of the displacement fields on the test piece surface to be monitored and, consequently, it can be used as a crack detection tool in the early stages. The subsequent observation by means of an scanning electronic microscope of the fracture surface of the tested pieces provides complimentary information on the location of the initiation of the failure, and to establish a correlation between the observations made using interferometry and the actual locations of the fatigue crack initiation and the evolution of the crack during its propagation. The results show that speckle interferometry is a promising technique for the early detection of fatigue failure both in the test specimen and in the real structure.