Cable-stayed bridges are very well optimized structural systems with light stiffening girder, supported by stays with an efficient transfer of forces to the towers. In recent years, these favorable structural characteristics, as well as aesthetic qualities, contributed to the increase of the length of spans up to 1000 m. The increase of span length brought to the need of investigating new problems: one of these is the out-of-plane cables vibration, which can generate fatigue problems near the anchorages, due to the rise of additional stresses. In this study, the fatigue behavior of stay cables under wind action is investigated, taking into account only the along-wind component of wind velocity. Particularly the fatigue stress analysis at the end zones of bridge stays is considered. The effects induced by the geometric non-linearity of the structure are taken into account; by using the Hamilton’s principle, the motion equations are obtained through an original continuous approach. The problem is carried out in the time domain and the stay is idealized as a bending stiffened cable analyzed in the large displacements field. © 2015, Taylor & Francis Group, London.