The hardnesses and elastic moduli of aluminum nitride (AIN) and titanium nitride (TiN) sub-micron thin films pulsed laser deposited (PLD) on silicon (111) were measured using nanoindentation based on a continuous stiffness measurement (CSM) technique. Thin film thicknesses, based on profile measurements of simultaneously grown step samples, are 210 nm and 180 nm with surface roughnesses of 12 nm and 2 nm for AlN and TiN, respectively. X-ray diffraction showed AlN as a highly textured polycrystalline AlN wurzite structure with a (0001) orientation and TiN as a cubic structure with a (111) orientation. The CSM technique provided hardness and elastic modulus as a function of depth. Finite element modeling (FEM) aided in determining the optimum indenter contact depth at which the thin films behaved as a semi-infinite solid with negligible substrate induced artifacts. Hardnesses of these AlN and TiN thin films were, determined analytically, 25 GPa and 33 GPa, as compared to FEM results of 24 GPa and 30 GPa, respectively. The elastic moduli measured 320 GPa and 370 GPa for these AlN and TiN thin films, respectively.