The complexity of fatigue phenomenon results in the difficulty of fatigue life prediction. The fatigue phenomenon is treated as being in a grey system. By using of grey system theory, a new method for fatigue life prediction based on grey model GM(1,1) is proposed. Results of the example show that the prediction error can be reduced from 61.55% to 24.32%, and the prediction is on the safe side. Therefore, it is proved that the method is practical and useful for fatigue life prediction in engineering.