There is a growing interest in developing affordable structural prognostic systems. Fatigue, as one of the damage modes in aircraft and civil structures, is of critical importance for the structural health management and is still a challenging problem despite extensive progresses during the last few decades. Traditional fatigue prognosis methods are cyclebased which introduces some complexities in the fatigue prognosis. It requires cycle counting techniques to transform the direct stress history to cycle history before the fatigue damage prognosis can be performed, which makes it impossible to perform the concurrent fatigue damage prognosis at the structural level. The current focus is on the fatigue prognosis coupled with structural dynamics using the state-space model. A new methodology for concurrent multi-scale fatigue damage prognosis is proposed in this paper to solve the problem mentioned above. The proposed methodology is based on a small time scale formulation of fatigue damage and is not cycle-based, which is fundamentally different from the traditional methods. The proposed fatigue model can be expressed as a set of first order differential equations. The state-space method is employed to solve the structural dynamic response and fatigue crack growth concurrently. Following this, the structural fatigue life prognosis can be performed. Numerical examples with single degree-of-freedom (SDOF) and multiple degree-of-freedom (MDOF) under random loading are demonstrated using the proposed methodology. The proposed methodology is validated by experimental data under variable amplitude loadings. A good agreement between prognosis results and experimental data is observed.