Measurements of the stress–strain response of hairlike gecko setae are presented. These setae have diameters in the micron range and are part of the attachment organs that enable lizards to cling to surfaces. Three test methods were employed: (a) applying tension with a piezoresistive cantilever inside a focused ion beam microscope under vacuum conditions, (b) three-point bending in air using an atomic force microscope, and (c) nanoindentation tests on the circumference of the seta. Elastic moduli were found to depend strongly on the method of testing: Tensile testing in vacuum yielded an elastic modulus of 7.3 ± 1.0 GPa which was roughly five to six times higher than in bending and in nanoindentation tests at ambient conditions. The results are discussed in terms of the anisotropic nanostructure of the setae and humidity effects. They constitute valuable input parameters for optimizing the performance of artificial attachment devices.