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The aim of this work is to study damage mechanisms in high cycle fatigue(105 – 106 cycles) of C35 steel under complex loading (multiaxial non-proportionalloading, blocks loading). Effects of out-of-phase loading on crack behaviour (initiation,propagation planes, bifurcation...) have been investigated. Results indicate that thereare two principal damage modes; the diffuse damage mode is specific for the torsionloading whereas the localized damage is common for many loading cases. HCFstrength is higher for out-of-phase than in-phase tension-torsion, in terms of appliedstress amplitude. Stage 1 crack propagation occurs on the maximum shear stress planein all loading cases (in-phase and out-of-phase). The role of maximum normal stress(stage 2) is less determined under out-of-phase loading. Loading sequence effect is notremarkable in C35 steel. For lifetime modelling, it should predict correctly the fatiguelimit and model completely both stages of crack propagation in each loading case.