With the progress of modern transmission electron microscopy (TEM) and development of dedicated functional TEM specimen holders, people can now manipulate a nano-object with nanometer-range precision and simultaneously acquire mechanical data together with atomicscale structural information. This advanced methodology is playing an increasingly important role in nanomechanics. The present review summarizes relevant studies on the in situ investigation of mechanical properties of various nanomaterials over the past decades. These works enrich our knowledge not only on nanomaterials (such as carbon nanotubes, carbon onions, boron nitride nanotubes, silicon nanowires and graphene, etc.) but also on mechanics at the nanoscale.