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During embryonic development, changes in the cardiovascular microstructure and material properties are essential for an integrated biomechanical understanding. This knowledge also enables realistic predictive computational tools, specifically targeting the formation of congenital heart defects. Material characterization of cardiovascular embryonic tissue at consequent embryonic stages is critical to understand growth, remodeling, and hemodynamic functions. Two biomechanical loading modes, which are wall shear stress and blood pressure, are associated with distinct molecular pathways and govern vascular morphology through microstructural remodeling. Dynamic embryonic tissues have complex signaling networks integrated with mechanical factors such as stress, strain, and stiffness. While the multiscale interplay between the mechanical loading modes and microstructural changes has been studied in animal models, mechanical characterization of early embryonic cardiovascular tissue is challenging due to the miniature sample sizes and active/passive vascular components. Accordingly, this comparative review focuses on the embryonic material characterization of developing cardiovascular systems and attempts to classify it for different species and embryonic timepoints. Key cardiovascular components including the great vessels, ventricles, heart valves, and the umbilical cord arteries are covered. A state-of-the-art review of experimental techniques for embryonic material characterization is provided along with the two novel methods developed to measure the residual and von Mises stress distributions in avian embryonic vessels noninvasively, for the first time in the literature. As attempted in this review, the compilation of embryonic mechanical properties will also contribute to our understanding of the mature cardiovascular system and possibly lead to new microstructural and genetic interventions to correct abnormal development.