Thermal fatigue behavior of nanocrystalline Au lines with different thicknesses (50, 100, and 200 nm) and line widths (5, 10, and 15 μm) was investigated by applying alternating current to generate thermal cyclic stain. The thermal fatigue life was found to show a strong scale effect, i.e., thinner films had higher thermal fatigue resistance and sustained higher temperature oscillation. However, no obvious line width effect was found. Besides, the thermal fatigue damage behavior also shows evident dependence on the line thickness and the applied strain range. A thermal fatigue mechanism map of nanocrystalline films is proposed based on the experimental evidence and theoretical evaluation. Atom diffusion and dislocation activity were found to be two important mechanisms in thermal fatigue, and atom diffusion is the main factor to control the fatigue failure.