The determination of the mechanical properties of ultra-thin coatings has become more and more important because of the increasing number of applications using such films. However, an accurate mechanical testing of coatings with a thickness down to some nanometers is still a challenge, despite the improvements of existing measurement techniques. Nanoindentation is an often used mechanical nanoprobe. Using the conventional test method with a sharp Berkovich indenter, the problem of the influence of the substrate on the results arises with decreasing film thickness. Therefore, it is nearly impossible to measure the modulus of films with a thickness less than 100–200 nm. The problem can be overcome by using spherical indenters in combination with an analytical solution for the Hertzian contact of coated systems. It allows a separation of film and substrate properties from the load–displacement curve of the compound. Indentation measurements were done at a 44 nm TiN film and at diamondlike carbon coatings in the thickness range between 4.3 nm and 125 nm on Si substrates. Several corrections were applied to obtain wholly elastic force–displacement curves with high accuracy. It is shown in more detail how zero point and thermal drift corrections are used to obtain statistical depth errors below 0.2 nm. Laser-acoustic measurements based on ultrasonic surface waves were chosen as a second method, which also measures the Young’s modulus in this thickness range. Although the indentation technique is a local probe and the laser-acoustic technique gives an integrated value for a surface range of some millimeters, the results agree well for the investigated samples. In contrast, it was impossible to get the correct Young’s modulus results by conventional indentation measurements with Berkovich indenter, even for ultra-low loads.