A nano-electromechanical system (NEMS) combines nanometer-sized actuators, sensors and electronic devices into a complex circuit. An intense effort has been made to develop versatile NEMS for the miniaturization of the existing devices and to design the new ones, with a wide range of applications in the field of electronics, chemistry and biology. All applications require a good understanding of the mechanical properties at the nanoscale and their influence on the other physical/chemical properties. In this chapter, the size dependence of the mechanical properties of nanostructures is discussed in detail and the influence of surface effects, defects and phase transitions is reviewed. The most commonly used techniques for studying the mechanical properties at the nanoscale are described and the potential applications of NEMS in biological/chemical sensing, data storage, telecommunications and electrical power generation are also presented.