Chances of cement sheath failure increase considerably when the application involves deepwater, high pressure high temperature (HPHT) conditions. Such failures may occur as a result of temperature and pressure-induced stresses created by well events such as hydraulic fracturing, cyclic steam injection, steam assisted gravity drainage (SAGD), production, completion, or other remedial treatments. Thermal and stress cycles could impose the risk of losing zonal isolation and lead to delay in hydrocarbon production. Cement mechanical properties measurment solely would not be sufficient to predict the failure threshold of a cement sheath. Some experimental studies were conducted about the effect of cyclical loading on the integrity of casing and drill strings but less research have been done about the in situ cement sheath integrity under cyclical loading. This paper introduces a new Ultra HPHT experimental set up and an applicable method to evaluate cement sheath integrity under cyclical loading. It also provides insights to find the cement fatigue failure cycle for the set cement at elevated pressures and temperatures. This system was built and completed by benefiting from the capabilities of an extreme HPHT Rheometer. Cement samples could be cured for number of hours in the newly developed HPHT cell and then instantly tested under cyclical loading in various scenarios at high temperatures. The cement sheath fails after a certain number of cycles when reaches its fatigue endurance limit. This research showcases scenarios in which the fatigue failure cycles were identified for 1,000 psi, 2,000 psi and 5,000 psi, pressure differentials between the confining pressure (exposed to outside of the sheath) and the casing pressure. During these experiments, the confining pressure and temperature were held constant at 15,000 psi and 330°F while the casing pressure varied cyclically between 15,000 psi and 16,000 psi (Set A), 17,000 (Set B) and 20,000 (Set C). A stable chemistry of Class H cement plus 35% silica was used to prevent cement retrogression. Cement sheath failures such as radial cracking, debonding and disking occured due to cyclical loadings. Finally, a fatigue failure envelope was generated by the obtained data. This curve represents the extent of cement sheath endurance at HPHT conditions under cyclical loading.