The fuel pins are the first containment barriers of a sodium fast reactor, and their integrity have to be preserved during dynamical loads, like earthquake events but also during the transport and handling of fuel sub-assemblies. The purpose of this paper is to understand the dynamical behavior of the fuel pins. A dedicated test bed has been used. Three different regimes of damping, dry or viscous depending of the displacement amplitude, are identified during the tests on fuel pins and explained by a simple analytical model. A complex finite element model is proposed and confronted to the experiment and lead to a better comprehension of the fuel pin non linear damping.