An in‐depth understanding of the mechanical properties of the dermis is indispensable to improve wound healing or slow‐down skin ageing. Despite crucial research issues for dermatological and cosmetic industries, very little is known about the mechanical behaviour of the dermis at nanoscale level. This knowledge is relevant not only to human skin but also to mouse skin since this animal model is widely used in basic and preclinical studies for skin biology and health. Here, we describe an original protocol that we developed to specifically measure the mechanical properties of mouse dermis using atomic force microscopy‐based nano‐indentation approach. Using horizontal cryosections (i.e. parallel to the skin surface) performed at different depths through the dermis of dorsal skin, our protocol allowed us to detect nanoscale mechanical changes between female and male dermis samples. We found that the dermis was softer (i) in females than in males and (ii) with depth within the dermis of male mice. We also quantified compositional differences between female and male skin dermis and found that increased extracellular matrix gene expression and type V collagen staining were associated with increased dermal stiffness in male mice, compared with females. Our results demonstrating a sexual dimorphism in the nanomechanical properties and molecular composition of mouse dermis, open the way to better consider sex‐related cutaneous differences to understand skin disease and to stimulate the development of female versus male‐specific products with more appropriate dermatological treatments and cosmetic interventions.