The cyclic load applied to civil and mining structures can lead to a reduction of the materials’ strength, different from that which would occur with a monotonous load. Numerous cases can be found where the decay of the rock parameters subjected to this type of stress leads to progressive or sudden collapse: among them, tunnel walls, pillars and slabs in mining operations, roads with a heavy vehicle transit, abutments of bridges and dams can be quoted. The topic can therefore be fundamental for a correct structural design, to avoid problems during the life of the structure. However, given the heterogeneity of the rock materials and the difficulty of their characterization under this aspect, an unequivocal analysis is hardly achievable. Then, the discussion initially develops through a general historical review of the concept of fatigue, with a synthetic collection of case histories. The laboratory tests on rock samples are then examined and the most important results obtained are discussed. Finally, a comparison between different types of tests is proposed. The experimental data are expressed through the Wӧhler diagram. The goal is to fill the lack of design codes or standards in the field of cyclic stresses applied to rock materials, the understanding of its effect being of great interest in order to apply suitable parameters in the design phase.