Size effects concern the anomalous scaling of relevant mechanical properties of materials and structures over a sufficiently wide dimensional range. In the last few years, thanks to technological advances, such effects have been experimentally detected also in the very high cycle fatigue (VHCF) tests. Research groups at Politecnico di Torino are very active in this field, observing size effects on fatigue strength, fatigue life and fatigue limit up to the VHCF regime for different metal alloys. In addition, different theoretical models have been put forward to explain these effects. In the present paper, two of them are introduced, respectively based on fractal geometry and statistical concepts. Furthermore, a comparison between the models and experimental results is provided. Both models are able to predict the decrement in the fatigue life and in the conventional fatigue limit.