Porous anodic alumina has been used widely for corrosion protection of aluminum surfaces or as dielectric material in micro-electronics applications. It exhibits a homogeneous morphology of parallel pores which can easily be controlled between 10 and 400nm. It has been applied as a template for fabrication of the nanometer-scale composite. In this study, mechanical properties of the AAO structures are measured by the nano indentation method. Nano indentation technique is one of the most effective methods to measure the mechanical properties of nano-structures. Basically, hardness and elastic modulus can be obtained by the nano-indentation. Using the nano-indentation method, we investigated the mechanical properties of the AAO structure with different size of nano-holes. In results, we find the hole effect that changes the mechanical properties as size of nano hole.