This paper is part of a larger study to understand the wear of hot rolling rolls. A significant cost of the hot rolling process is associated with the consumption of rolls, which is why a comprehensive understanding of the wear of the roll material is important. Given that the surface of the rolls is covered by an oxide layer, it is important to know the tribological and mechanical properties of the oxides. Research in this area concentrates mainly on the morphologies and microstructures of the oxide layers. Previously published works give very little, if any, information of the mechanical properties of the layers on high speed steel. This paper presents a methodology to study the mechanical properties of the oxide layer formed on the surface of a high speed steel roll using combined nanoindentation tests and finite element simulations. Mechanical properties such as the elastic modulus (E), hardness (H), yield strength (sigma(y)), and Poisson's ratio (nu), have been determined, and the work has revealed a variation of microstructure, porosity (f), and mechanical properties of the oxide layer across its thickness. The outer sub-layer has a higher E and H than the inner sub-layer. This variation of mechanical properties in the oxide layer was consistent with variations in the porosity and grain sizes in the two sub-layers. (C) 2012 Elsevier B.V. All rights reserved.