This paper studies the effect of atomic layer deposited Al2O3 and consequent annealing on the mechanical properties on different substrates. Uniform Al2O3 thin film with a thickness of similar to 100 nm was deposited on different substrates including Si (100), Al2O3 (0001), and yttria-stabilized zirconia (100). Nanoindentation results indicate that the deposition of Al2O3 layer reduces the film-substrate system mechanical properties including hardness (from similar to 9.6-24.5 to similar to 9.1-17.0 GPa), elastic modulus (from similar to 140.7-254.0 to similar to 132.5-240.4 GPa), and fracture toughness (from similar to 0.87-1.26 to similar to 0.36-0.98 MPa root m) for each substrate. Meanwhile, peeling and fracturing of the thin film can also be observed after nanoindentation. Subsequent 10 min annealing at 1000 degrees C in argon leads to the crystallization of the deposited Al2O3 thin film, therefore, enhance the film-substrate system mechanical properties (hardness similar to 15.9-24.8 GPa, elastic modulus similar to 228.0-356.8 GPa). The annealing process can also increase the adhesion force between the thin film and consequently no cracks after nanoindentation.