The results of a study of cyclic strain and fatigue failure arising from cyclic thermal stresses are reported. By means of a test apparatus described in a companion paper, a cyclic temperature is imposed on a thin tubular test specimen subjected to complete longitudinal constraint. Hence, the cyclic strain is the independent variable. The following studies are reported: (a) Effect of thermal-stress cycling on strain hardening and life-to-failure for a fixed mean temperature, (b) effect of degree and kind of previous cold work on strain hardening and cycles-to-failure, (c) effect of mean temperature on thermal-stress cycling, (d) effect of period of cycle on cycles-to-failure, and (e) effect of prior strain cycling on stress-strain characteristics. The significance of factors such as hysteresis, Bauschinger effect, strain hardening, strain aging, and fatigue-crack formation is discussed, and a mechanism is described to relate these factors. Evidence is presented to show that strain hardening is not an important factor in the problem. The concept of total plastic strain is discussed.