The 9Ni martensitic steels have a martensitic microstructure which contains retained austenite after solution heat treatment and water quenching. Under low cycle fatigue, extrusions formed at the surface of the material and were very close to martensite lath boundaries. The presence of retained austenite at martensite laths has been highly suspected to impact the cyclic plasticity. However, the nano-size of the austenitic phase makes it difficult to obtain clear evidence of its role. The paper focuses on the precise determination of these extrusions and the link with the retained austenite. The paper also emphasizes the innovative and promising use of magnetic force microscopy (MFM) to document cyclic plasticity of a 9Ni steel. It is shown that electron microscopies, even the most advanced ones, may be unsuccessful in reaching this goal, while magnetic force microscopy (MFM) overcame the difficulty. This technique has allowed imaging of both the extrusion and the retained austenite. These analyses confirm that the fatigue extrusions originated from a local displacement of martensite lath. The proposed mechanism, in which the retained austenitic film acts as a lubricant film or greasy film promoting a flowing of martensite along the interfaces, is unambiguously demonstrated.