When a thin-walled plate girder is subjected to repeated bending, it is possible that three types of fatigue cracks may be initiated. Fatigue cracks initiated in the tension flange and at the terminal point of the transverse stiffeners in the tension zone of the web are the most common fatigue cracks in thick beams. In addition, fatigue cracks which occur at the toe on the web side of fillet welds connecting a compression flange to a web, can only be observed in thin-walled plate girders. The crakcs are caused by secondary bending stresses produced by the out-of-plane movement of unavoidable initial deflections of the web under repeated in-plane bending. This influence of initial web deflections on the out-of-plane deformations of the web or the secondary bending stresses at the toe is examined by finite element analysis. Comparisons between the analytical results and the past fatigue test results conclude that not only the magnitudes of the initial web deflections, but also their shapes will greatly influence an increase in the secondary bending stresses and then the initiation of the fatigue cracks along the upper boundary of the web.