The contact fatigue is a localized phenomenon that occurs in highly stressed local zone of the material under the loaded contact region and as such is highly nonlinear problem. This phenomenon exists in almost all real mechanical systems with contact strains coupled with other sources of nonlinear behaviour. The improvements of existing procedures and methods for standard calculation of contact fatigue have a potential to give significant contribution to increase accuracy of calculation of life assessment, reliability and efficiency of complex mechanical systems. This paper gives the basic explanation of the Theory of critical distances and its application on direct estimation of fatigue crack initiation in contact zones. Analysis of contact fatigue when the contact zones are subjected to additional nonlinearities such as geometry manufacturing deviations, geometry microscale-damages or nonlinear material characteristics are presented in detail. Few different real multi-nonlinear problems are used for analysis performing. The benefits of presented approach are discussed by detail analysis of the obtained results, and could be based on the increasing accuracy of contact fatigue prediction considering all existing nonlinearities in loaded contact zones of complex mechanical systems.