In order to estimate the crack initiation damage, and also the water leakage conditions on PWR pipes, uniaxial fatigue curves are often used. They were deduced from strain or stress load control tests using normalised cylindrical specimens. However, severe thermo-mechanical loading fluctuations are observed in operating conditions. Components may also be submitted to transient loadings. The purpose of the present work is to start investigation on the fatigue life with a variable loading, in order to examine cumulative damage effect in fatigue. In this frame, multilevel strain controlled fatigue tests have been performed on a Type 304-L stainless steel (elaborated in accordance with the RCC-M specifications). The experimental results show that linear Miner’s rule is not verified in our conditions. When the strains are applied in a decreasing order (High-Low strain sequence), the summation of cycle ratios is smaller than unity, whatever the number of applied levels, whereas this summation is higher than one for an increasing order (Low-High strain sequence). A loading sequence effect is clearly evidenced. Different cumulative fatigue damage theories, proposed in literature, have been also tested. Some of them have been given better estimation than the Miner’s rule. That is the case of the so-called “Hybrid Theory” proposed and tested before by Bui Quoc on a Type 304-L steel. Extension of a model proposed by S. Taheri would seem also promising. At this stage, final conclusion cannot be yet deduced, additional investigations are needed.