The mechanical response of different coating-substrate systems are investigated using the nanoindentation technique. From the load–penetration depth curves, we determined the hardness Hc and the elastic modulus Ec of the coatings. Moreover, as the force increases, cracks, delamination and chipping can appear. These effects induce discontinuities on the indentation curves. Measuring crack lengths or calculating the dissipated energy during indentation allows the determination of residual stress in the coating and interface toughness. Two kinds of organic–inorganic coatings on different substrates (silicon and glass) are studied. The coatings were prepared by the sol–gel process and deposited using the spin–coating technique. The first coating is a mixture of methyltrimethoxysilane, colloidal silica and tetraethylorthosilicate and the second one is based on 3-(trimethoxysilyl)propyl-methacrylate. The first one reveals better general mechanical properties (lower residual stress, better adhesion, higher interfacial toughness) on silicon than on glass. For the second one, the elastic modulus and hardness are comparable with those of polymers. In contrast, coating toughness is lower.