How a crack initiates from the smooth surface of single crystals subjected to uniaxial cyclic loading is unclear. Experiments were conducted to observe in detail the dislocation microstructures during the saturation stage of cyclic deformation in a copper single crystal using scanning electron microscopy and the electron channeling contrast (SEM–ECC) technique. Some dark zones were found in the dislocation microstructures, which were located either at the edge region of the specimen or within the persistent slip bands (PSBs) at the matrix/PSB interfaces. Hence, fatigue cracks will initiate at these sites with high stress concentrations, i.e., the dark zones. Also, dislocation dynamics (DD) simulation was adopted to calculate internal stress distributions induced by dislocations, and finite element analysis (FEA) used to obtain stress distribution at the matrix/PSB interfaces and neighboring micro-regions caused by an externally applied load. Simulation results show that the external shear stresses distribute uniformly in all specimens; while near the free-surface regions, the maximum value of internal stresses not only occurs at interfaces between PSBs and dislocation matrix, but also at locations where these interfaces cross the freesurface. Consequently, the interfaces are most probable sites for nucleated cracks. Finally, the simulation results agree well with experimental observations.