Micromechanical properties of Al, Y-modified silicide coating on NbSi based alloy were investigated in this paper. The silicide coating prepared by pack cementation consists mainly of a (Nb,X)Si2 (X represents Ti, Hf and Cr element) outer layer (~90 μm), a (Ti,Nb)5Si4 inner layer (~5 μm) and a discontinuous Cr and Al-rich layer. The results showed that the microhardness of the porous area in the outside of (Nb,X)Si2 layer was lower than that of the dense (Nb,X)Si2. The microhardness was essentially constant along the thickness direction in the dense (Nb,X)Si2 layer and approximately twice higher than that of substrate. The (Nb,X)Si2 coating shows anisotropic elastic and plastic properties. The nanohardness, elastic modulus and fracture toughness on the surface of (Nb,X)Si2 coating are higher than those on the cross-section, which should be attributed to the grain orientation and microscopic defects. The elastic modulus of γ-(Nb,X)5Si3 is lower than that of α-(Nb,X)5Si3, while the nanohardness of γ-(Nb,X)5Si3 phase is slightly higher than that of α-(Nb,X)5Si3 phase in the substrate. The residual thermal stress in the (Nb,X)Si2 coating generated from high temperature to room temperature is also discussed.