High power Q-switched laser systems are currently being developed for use in a process known as laser shock processing or "laser peening" which results in significantly improved fatigue properties in aluminum components. An ablative, sacrificial coating such as paint or metal foil is used to protect the aluminum component from surface melting by the laser pulse, which adversely affects fatigue life. This paper, using nano-indentation, analyzes the effect of the paint and foil coatings on the shock wave propagation into the aluminum specimen and the resulting change in mechanical properties versus depth. Near the surface, hardness was found to be increased by the laser peening, however this process decreased the measured elastic modulus. The laser pulse energy density and properties of the foil including its adhesion to the aluminum alloy were found to influence the change in surface mechanical properties.