Controlling the deformation of microcapsules and capsules is essential in numerous biomedical applications. The mechanical properties of the membrane of microcapsules made of cross-linked human serum albumin (HSA) are revealed by two complementary experiments in the linear elastic regime. The first provides the surfacic shear elastic modulus Gs by the study of small deformations of a single capsule trapped in an elongational flow: Gs varies from 0.002 to 5 N m−1. The second gives the volumic Young's modulus E of the membrane by shallow and local indentations of the membrane with an AFM probe: E varies from 20 kPa to 1 MPa. The surfacic and volumic elastic moduli increase with the size of the capsule up to three orders of magnitude and with the protein concentration of the membrane. The membrane thickness is evaluated from these two membrane mechanical characteristics and increases with the size and the initial HSA concentration from 2 to 20 μm.