The continuous stiffness method (CSM) is used for fatigue testing FIB-fabricated micropillars up to the high cycle fatigue (HCF) range on a commercial nanoindentation platform. The frequency of ~ 40 Hz allows reaching several million (106) cycles within hours under constant nominal stress amplitude testing conditions. It is shown that both the evolution of the strain and plastic strain amplitudes can be evaluated from the harmonic measurements provided by the lock-in amplifier. Defining a custom threshold on strain amplitude decrease as failure criterion further enables the determination of S-N curves. The new method was validated by tests on ECAP copper, which is shown to exhibit the same cyclic softening during micropillar testing as observed macroscopically. The calculated plastic strain amplitude is also well in line with literature data. Generally, the new method has a great potential for studying the local cyclic behavior of individual layers and phases of complex systems and would also be of great advantage for studying local fatigue effects at interfaces.