Three kinds of alloys used in the automotive industry for structures and engine components are subjected to very high cycle fatigue damage during working service. In the study, fatigue damage progression of the three kinds of alloys was investigated in the very high cycles fatigue regime by means of thermographic analysis. The specimens have been tested at ambient temperature without cooling air using a piezoelectric fatigue system (20 kHz) with a stress ratio of R=−1 to determine the effects of increased specimen temperature caused by internal damping due to cycling at a very high frequency. The temperature evolution of specimens for different alloys at various load levels have been recorded. Results indicated that the temperature evolution of the fatigue specimen depends on the material, testing frequency and loading level; the temperature increased just at the beginning of the test, which corresponds to the thermal dissipation in the specimen. In the process of small crack propagation, the temperature in a local plastic zone increased sharply, evidently irreversible local plastic deformation can result in a local temperature increase. The basis of microstructural characterization and fracture surface analysis by scanning electron microscopy, it was found that the temperature field in an ultrasonic fatigue specimen corresponds to the fatigue damage process.