Fatigue damage prognosis and diagnosis 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 cycle-based and have some inherent difficulties in the fatigue damage analysis. For example, cycle-based approach requires that the realistic load history needs to be transformed to the cycle history, which makes it impossible to perform the concurrent fatigue damage prognosis at the material and structure level. A novel methodology for concurrent multi-scale fatigue damage prognosis is proposed in this paper. The proposed methodology is based on an incremental time-based fatigue formulation, which is not cycle-based. By coupling the time-based fatigue growth mode with system dynamics, a set of first order differential equations can be setup using state-space concept to solve the structural dynamic response and fatigue crack growth concurrently. Hence, the fatigue damage prognosis can be performed both within an individual loading cycle scale and a loading history scale. Numerical examples for a single degree-of-freedom (DOF) system and a multiple DOF system are demonstrated using the proposed methodology. Coupon-level experimental data under variable amplitude loadings are used to validate and investigate the prognosis performance of the proposed concurrent state-space model.