A load indicating fastener such as a bolt (10) or stud, has a shank (12) which is subject to tensile loading in use. The shank (12) has an axially extending bore (22) which receives a first gauge pin (30) anchored at its inner end (32) to the shank (12) and protruding outwards beyond an end face (16) of the fastener. An indicating member (40) is rotatable on the protruding portion of the gauge pin (30) between the end face (16) of the fastener and the head (34) of the pin (30), so that the indicating member (40) is free to rotate when the shank (12) of the fastener is unstressed but when the shank (12) is subject to a predetermined tensile loading is held against rotation by contact with the end face (16) of the fastener. A second gauge pin (42) is received within an axially extending bore (36) in the first gauge pin (30) and is anchored at is inner end and protrudes outwards beyond the outer end of the first gauge pin (30). A second indicating member (50) is rotatable on the protruding part of the second gauge pin (42), between the head (46) of the pin (42) and the first indicating member (40). The second indicating member (50) is free to rotate when the shank (12) of the fastener is unstressed or subject to the first predetermined loading, but when the shank (12) is subject to a second predetermined tensile loading greater than the first predetermined loading, the second indicating member (50) is held against rotation by contact with the first indicating member (40). The first indicating member (40) provides an indication when the fastener has been tightened to a desired loading. The second indicating member (50) provides an indication when the fastener has been overloaded.