The forging die material, a high strength steel designated W513 is considered in this paper. A fatigue damage model, based on thermodynamics and continuum damage mechanics, is constructed in which both the previous damage and the loading sequence are considered. The unknown material parameters in the model are identified from low cycle fatigue tests. Damage evolution under multi-level fatigue loading is investigated. The results show that the fatigue life is closely related to the loading sequence. The fatigue life of the materials with low fatigue loading first followed by high fatigue loading is longer than that for the reversed loading sequence.