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The mechanical compressive properties of individual thin-wall and thick-wall TiO₂ nanotubes were directly measured for the first time. Nanotubes with outside diameters of 75 and 110 nm and wall thicknesses of 5 and 15 nm, respectively, were axially compressed inside a 400 keV high-resolution transmission electron microscope (TEM) using a new fully integrated TEM−atomic force microscope (AFM) piezo-driven fixture for continuous recording of the force-displacement curves. Individual nanotubes were directly subjected to compressive loading. We found that the Young’s modulus of titanium dioxide nanotubes depended on the diameter and wall thickness of the nanotube and is in the range of 23−44 GPa. The thin-wall nanotubes collapsed at ∼1.0 to 1.2 μN during axial compression.