The determination of elastic modulus of thin layers using nanoindentation and bending tests is explained first. Then, the measurements made on glass and silicon specimens coated with magnetostrictive TbDyFe films are described. The average modulus obtained by nanoindentation (78 GPa) was significantly higher than that from the bending tests (59 GPa). This indicates anisotropy in mechanical properties of sputtered TbDyFe films. Such anisotropy can also be expected in other films, and must be taken into account when determining mechanical properties or modeling the behaviour of coated components.