The mechanical properties of nanoparticles, especially those designed for biomedical purposes, have a large impact on their performance and have been scarcely studied. Thermoresponsive polymer-based nanoparticles are increasingly being used in biomedical applications; therefore, it is crucial to determine their thermomechanical response in the regime beyond their volume phase transition temperature (VPTT). The morphological characterization and comparison of thermoresponsive nanogels (NGs), silica core nanogels (SiO2@NGs), and nanocapsules (NCs) in liquids, both below and above the VPTT, are explored in this study. We employed atomic force microscopy in Peak Force QNM mode as well as dynamic light scattering, nanoparticle tracking analysis, and cryogenic electron microscopy (cryo-TEM). Surprisingly, nanocapsules presented increased resistance to deformation, when compared to nanogels, above the VPTT. This was attributed to differences in the cross-link density radial distribution between nanogels and nanocapsules derived from the synthetic approach employed. In addition, the Young’s modulus was calculated from nanoindentations and by computer simulations, showing a significant change in NCs upon crossing the VPTT from MPa to GPa. Conversely, NGs displayed a Young’s modulus in the kPa range, both below and above the VPTT. The findings of this study show that structural design and thermoresponsivity strongly influence the thermomechanical properties of nanoparticles. This in turn needs to be taken into consideration in the design of future nanocarriers.