The ongoing miniaturisation of thin films, coatings, micro-electromechanical systems (MEMS) components and devices demands for new characterising tools and methods. Conventional mechanical tests cannot be readily applied to small scales, first because one can expect new mechanical properties of such small-scale materials and second because minuscule samples are difficult to handle in conventional mechanical experiments such as tensile tests. Here we present a new method for determining the mechanical properties of LIGA (German acronym for ‘Lithographie, Galvanoformung und Abformung’) processed MEMS, mechanical watch parts and devices. The method is based on a reverse analysis of load-displacement data obtained from nanoindentation experiments that can be performed on micrometer sized volumes. To validate the method for typical applications in microengineering, a comparison of microtensile and nanoindentation tests is presented in this paper. The comparison of microtensile and nanoindentation tests showed that the elastic modulus obtained in nanoindentation for all tested materials was systematically about 15% higher than the values obtained in tensile testing, which can be attributed to the different size and microstructural levels that are probed. The numerical simulation of the nanoindentation tests allowed to estimate the true stress–true strain relationship up to strain levels of 30%, whereas in microtensile experiments the rheology of the tested materials can be determined to 5% only.