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Microstructure of austenitic-ferritic duplex stainless steel loaded in the Very High Cycle Fatigue regime was investigated using microbeam energy-dispersive X-ray Laue diffraction. Scanning electron microscopy analysis of the surface shows that damage in the form of fatigue cracks is initiated at grain boundaries assisted by slip bands observed in austenite grains. Energy-dispersive X-ray Laue diffraction was then used to scan a damaged area containing both a fatigue crack and slip bands, in order to measure the changes in microstructure. Results from the X-ray data from the austenite grain indicates slip activation of the most favored slip system tilted by 45° with respect to the external loading direction, dividing the grain into two regions on either side of the slip band. In the ferrite phase, in front of the crack, variations in the angle and energy spectra of the diffraction peaks indicate the presence of lattice curvature and a strain gradient. In regions around the crack, diffraction peaks spatially split into several sub-peaks indicating the presence of fine granular areas separated by polarized dislocation walls. Possible reasons for the observed structural evolution are discussed and the advantages of using energy-dispersive X-ray Laue diffraction in fatigue damage analysis are illustrated.