It is difficult to measure the mechanical properties of physical vapor deposition coatings owing to their small layer thickness. This report describes a special four‐point bending device that makes it possible to determine quantitative critical tensile or compressive failure stresses and shear stresses in thin coatings. The bending test was also used to carry out measurements of hardness and critical loads (scratch test) under stress, excluding other influences such as microstructure changes. The material parameters determined form the basis of a finite element model of the indentation process, and this offers new possibilities for mechanical characterization of coated materials.