The S-N curve is the base of calculating fatigue structural life. Founding on physical mechanism, this paper presents a weighted least square method in which the weigh of a group of test data is inversely proportional to the length of the confidence interval. The calculating results show that the S-N curve which is gained by the least square method considering the effect of length of the confidence interval is more reliable and secure than the S-N curve which is gained by general least square method.