The structural changes that occur during the incubation stage of tensile fatigue failure of glassy polycarbonate are investigated by means of small-angle X-ray scattering. The results are interpreted as the formation of voids, or ’proto-crazes’, with initial dimensions of similar to 60nm and 150-200 nm in directions parallel and perpendicular to the load axis, respectively. These values are in the range expected for a void in a static equilibrium, and practically coincide with the initial void dimensions measured in glassy polymers stretched under monotonic loading.