The reliability of coatings that are used in industrial applications critically depends on their mechanical properties. Nanoindentation and scratch testing are well-established techniques to measure some of these properties, namely the elastic modulus and hardness of coatings. In this paper, we investigate the possibility of also assessing the coating fracture toughness and the energy of adhesion between the coating and the substrate using indentation and scratch testing. Various existing and new methods are discussed, and they are illustrated by measurements on particle-filled sol-gel coatings on glass. All methods are based on the occurrence of cracking, and they are therefore only applicable to coating systems that act like brittle materials and exhibit cracking during indentation and scratching. The methods for determining the fracture toughness give comparable results, but the values still differ to within about 50%. The values of the adhesion energy obtained from different measurements are consistent, but it remains uncertain to which extent the obtained values are quantitatively correct. The results show that the methods used are promising, but more research is needed to obtain reliable quantitative results.