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Dimensioning of high-strength steels relies on the knowledge of Wöhler-type S/N data and the assumption of a fatigue limit for applications where the number of load cycles exceeds 107. Very high cycle fatigue (VHCF) experiments applied to a 0.5C-1.25Cr-Mo tempered steel (German designation: 50CrMo4) revealed surface crack initiation at prior austenite grain boundaries in medium strength condition (37HRC) and internal crack initiation at non-metallic inclusions at high strength condition (48HRC). Despite the formation of small cracks during cycling up to 109 cycles, it seems that the medium strength condition exhibits a real fatigue limit. Application of automated electron back-scattered diffraction (EBSD) within the shallow-notched area of electro-polished fatigue specimens had shown that prior austenite grain boundaries act as effective obstacles to crack propagation. High resolution thermography during cycling of the specimens allowed the identification of local plasticity, which led to crack initiation at a later stage of the fatigue life. It was found that Cr segregation rows play a decisive role in the crack initiation process. By means of high-resolution electron microscopy in combination with focused ion beam milling (FIB), evolution of cyclic plasticity and crack initiation was correlated with the material's microstructure. The results are discussed in terms of the completely different crack initiation mechanisms of medium and high strength variants of the same steel. EBSD and crack propagation data are used to adapt numerical modeling tools to predict crack initiation and short crack propagation.