In this paper, we describe the mechanical characteristics of Al2O3 and TiCN thin films formed by chemical vapor deposition (CVD) and a TiAlN thin film formed by physical vapor deposition (PVD), which are used as hard coating films. A focused ion beam (FIB) was used to fabricate a microcantilever beam for strength tests and fracture toughness tests under bending. A nanoindentation system was used to apply normal force to cantilever beams. All the films showed a linear force–deflection relationship, indicating brittle fracture during elastic deformation. The Young’s modulus ranged from 340 to 379 GPa, with no significant difference among the films, whereas the fracture strength of the Al2O3 films was 5.5 GPa, which was almost twice those of the other two films. For the fracture toughness test, a precrack with various depths was made using FIB at 2 μm from the fixed end of the cantilever beam. The Al2O3 film toughness values ranged from 4.1 to 5.5 MPa√m, which were almost twice that of the TiCN film at each precrack depth. Both CVD films showed a similar trend, i.e., an increase in fracture toughness with decreasing precrack depth, However, the fracture toughness of the TiAlN film showed no precrack depth dependence. The difference in fracture toughness between the CVD and PVD films is discussed on the basis of fracture surface observation results and information on the crystal grain size and orientation.