During the last 50 years, novel biomaterials and tissue engineering techniques have been investigated to produce alternative vascular substitutes that recapitulate the unique elastic mechanical features of blood vessels. A large variation in mechanical characterization, including the test type, protocol, and data analysis, is present in literature which complicates the comparison among studies and prevents the blooming and the advancement of this field. In addition, a limited mechanical assessment of the substitute for the intended application is often provided. In this light, this review presents the mechanical environment of blood vessels, discusses their mechanical behavior responsible for the suited blood flow into the body (non-linearity, anisotropy, hysteresis, and compliance), and compares the mechanical properties reported in literature (obtained with compression, tensile, stress-relaxation, creep, dynamic mechanical analysis, burst pressure, and dynamic compliance tests). This perspective highlights that the mechanical properties extracted through conventional tests are not always suitable indicators of the mechanical performance during the working life of a vascular substitute. The available tests can be then strategically used at different stages of the substitute development, prioritizing the simplicity of the method at early stages, and the physiological pertinence at later stages, following as much as possible ISO standards in the field. A consistent mechanical characterization focused on the behavior to which they will be subdued during real life is one key and missing element in the quest for physiological-like mechanical performance of vascular substitutes.