Experimental analyses on the structural response caused by local fatigue damage accumulation in welded details are accomplished to perform failure process and nonlinear effect analysis at different structural levels. The experiment is carried out by using welded compact tension (CT) specimens and a scaled truss specimen, and all of them have a notch at the weld toe to facilitate damage initiation. Cyclic loads are applied to those specimens to generate accumulative fatigue damage, respectively. The process of fatigue accumulation including initiation and propagation of fatigue cracks in the welded detail and resultant structural responses of CT specimens and the truss are measured with integration of multiple testing techniques. Multi-scale experimental results show that microscopic-/mesoscopic-concentrated strain and extension of plastic zone in the vicinity of notch tip are both affected significantly by the fatigue damage accumulation and present appreciable nonlinear behaviour; however, the macroscopic response such as the frequency and stiffness parameters of the welded truss specimen are less sensitive to the low-level fatigue damage. It is concluded that the fatigue failure of the welded truss is a multi-scale progressive process due to fatigue damage trans-scale evolving, in which the local meso-damage firstly affects local strain of plastic zone in the vicinity of the notch tip, and then fatigue damage evolving from meso- to macro-scale affects nonlinear responses of the damaged components; lastly, the fatigue failure could be expected as the results of the propagation of macroscopic fatigue cracks.