It was recently suggested, basing on the analysis of a wide range of macroscopic experimental results([1-4]), that fatigue in ferroelectric thin film capacitors, particularly in the case of PZT with metallic electrodes (Pt), must be related to the freezing of polarisation domains where the dielectric properties of the lattice remain nearly unchanged and the orientation of the locked domains can show a strong preferential direction. According to these results it was also possible to propose a simple method to verify if the freezing mechanism was mainly due to domain wall locking through the PZT film or to the inhibition of the nucleation or growth of seeds at the PZT-electrode interfaces([3,4]). In the present contribution the direct observation of the existence, size, shape and evolution of regions with frozen polarisation in Pt-PZT-Pt systems during fatigue onset and the existence of a preferred orientation for the frozen polarisation is presented. These results, obtained by Atomic Force Microscopy (AFM) studies, support and extend the previously suggested and here above mentioned interpretations.