A study of mechanical properties of mesoporous silicon (PS) is presented in this article. PS was prepared by electrochemical etching of a heavily doped P++ silicon wafer in a hydrofluoric acid electrolyte. The mechanical properties of PS and oxidized PS obtained by thermal treatment, were characterized by the nanoindentation technique associated to the continuous stiffness measurement option. The morphology of PS and oxidized PS were both characterized by scanning electron microscope. It is shown that the Young's modulus and hardness are related to the PS preparing conditions and decrease with increasing porosity. In particular, oxidation improves the mechanical properties of the mesoporous silicon. Surprisingly, modulus and hardness decrease with penetration depth, whereas a compaction could be expected resulting in a rising modulus and hardness. These results are mainly attributed to micro cracks formation, highlighted by focused ion beam cross section.