If you're using Windows, in this link, it says that:

Debugging F# is similar to debugging any managed language, with a few exceptions:

• The Autos window does not display F# variables.

• Edit and Continue is not supported for F#. Editing F# code during a debugging session is possible but should be avoided. Because code changes are not applied during the debugging session, editing F# code during debugging will cause a mismatch between the source code and the code being debugged.

• The debugger does not recognize F# expressions. To enter an expression in a debugger window or a dialog box during F# debugging, you must translate the expression into C# syntax. When you translate an F# expression into C#, make sure to remember that C# uses == as the comparison operator for equality and that F# uses a single =.

Or, if you compile Fable into JavaScript, then in this site it says that:

You can debug the generated JS code normally. Also, if you pass the sourceMaps option to the compiler, it'll be possible to debug the F# code (with some limitations). This is automatic for browser apps.