Mod.9Cr-1Mo steel is a candidate material for the primary and secondary heat transport system components of the Japan sodium-cooled fast reactor. However, there is little evidence to support the structural integrity of components made of Mod.9Cr-1Mo steel in a practical environment. To verify the failure mode and assess creep–fatigue damage, a thick cylinder test model made of Mod.9Cr-1Mo steel was subjected to 1873 cycles of accelerated thermal transient loading using a large-scale sodium loop through which liquid sodium at 600°C and 250°C flowed repeatedly, with the period of each transient being 2h and 1h, respectively. After completion of the test, the test model was inspected using liquid penetrant testing. Observations using a scanning electron microscope and hardness testing were then performed to characterize creep–fatigue damage in the structural model subjected to cyclic thermal transient loading in a sodium environment. Heat transfer analysis based on the measured temperature data and elastic and inelastic thermal stress analyses using finite element analysis were performed to evaluate the relationship between creep–fatigue damage and the observed crack conditions. Finally, the characteristics of creep–fatigue damage under cyclic thermal loading in a sodium environment and the evaluation methods were considered.