Progress on the fatigue hysteresis mechanisms and models of ceramic matrix composites is reviewed. The application of ceramic matrix composites on the aero-engines is introduced first. The microscopic failure modes and fatigue hysteresis mechanisms of unidirectional, laminated and braided ceramic matrix composites are then discussed, including the general matrix cracking, the fiber/matrix interfacial debonding and fiber fracture for these three types of composites, the laminate/laminate interfacial debonding for laminated ceramic matrix composites, and the yarn/yarn and yarn/exterior matrix interfacial debonding for braided ceramic matrix composites. The primary cause of the fatigue hysteresis behavior is the interfacial sliding under cyclic loading after the dedonding of these interfaces. Finally, progress on the hysteresis models is also reviewed and the development direction is pointed out.