The main aim of this paper is to demonstrate the practical use of nano-indentation and scratch testing in determining mechanical properties of thin coatings. We place our emphasis on how information obtained using both techniques can be combined to give a more complete representation of the properties of a coating–substrate system. Part I of the paper gives an overview of approaches to determine mechanical properties of thin coatings that have been proposed in the literature, and develops them further to be useful tools in the analysis of coatings. This results in methods for measuring the mechanical properties of thin coatings. We particularly emphasise the determination of the elastic modulus, hardness, coating and interfacial fracture toughness and residual stress using indentation and scratch testing. Part II of the paper illustrates the application of these methods to relatively soft coatings of methyltrimethoxysilane (MTMS) filled with colloidal silica or alumina particles on glass. The coatings were prepared using a sol–gel process. We report results of the dependence of the mechanical properties on the filler particle content, illustrating that microstructural changes can also be tracked using these techniques. The effects of the nature and volume fraction of the filler particles are discussed.