This paper aims to elucidate the exceptional high strength of Prince Rupert's Drops (PRDs). PRDs are idealized as thermally strengthened Glass Spheres (SGSs), and their compressive failure mechanisms are investigated experimentally and numerically. The distributions of residual stress within SGS specimens are quantitatively characterized using an integrated photo-elastic method. Uniaxial compression tests conducted on these specimens reveal that the compressive residual stress present on the sphere's surface significantly enhances its strength. High-speed video images demonstrate that SGSs fail at the equatorial region, in contrast to annealed glass spheres (AGS) which typically fracture near the Hertzian contact zone. Numerical simulations suggest that the residual stress mitigates the maximum principal stress on the surface of SGSs, thereby impeding the development of flaws on the surface of the specimens. Ultimately, failure of SGS specimens under pressure occurs due to the “squeezing” effect, in contrast to AGSs which commonly fail due to contact indentation.