This paper presents an overview of the self-heating phenomena and the continuum thermodynamics framework related to the damping and fatigue of metals. The self-heating process under cyclic loading generally undergoes three phases: Phase I with gradually increasing temperature to a stabilized or steady-state in Phase II, followed by Phase III with an accelerated temperature increase until the test sample ruptures. Although energy dissipation and heat generation are all captured by the first law of thermodynamics, the functional form of the heat source(s) with entropy change is not formulated for engineering materials. Experimentally, infrared (IR) thermographic techniques can measure the surface temperature variation during constant-amplitude fatigue testing. The observed relationship between the stabilization temperature or temperature increase rate and the applied stress amplitude is often used to infer the fatigue endurance limit, above which point heat generation from “damage” leads to acceleration of self-heating. The IR thermographic fatigue testing offers a rapid alternative method to assess the material’s fatigue strength. But, the full physical interpretation of the phenomena remains a challenge. On the other hand, the Tanaka-Mura–Wu model is introduced to describe fatigue crack nucleation via accumulation of dislocation dipole pile-up, which provides a class-A prediction (forecast before even happening) for fatigue crack nucleation life in terms of the material’s elastic modulus, Burgers vector, surface energy, and the loading parameter such as cyclic stress/strain range. Then, the release of dislocation dipole pile-up energy to form new crack surfaces is brought into the energy argument. With the inclusion of crack formation energy in the first law of thermodynamics, a unified framework of deformation, damping, fatigue, and self-heating may be established for structural design.