The HfO2/SiO2 films are deposited on K9 glass and Y3Al5O12 (YAG) crystal substrates by electron beam technology respectively. Nano-scratch tests are taken to investigate the mechanical properties of films respectively. The results show that the modulus of the films deposited on K9 and YAG are 34.8 GPa and 38.5 GPa respectively and the substrates have few effect on the elasticity modulus of the films. The adhesive force of the film is 7 mN on K9 substrate and 5 mN on YAG, and they present different failure modes. This can be attributed to the weak adhesion and large divergence of modulus between film and YAG crystal. The chemical binding state and elasticity modulus between the film and the substrate are taken to explain the different mechanical behaviors of the films on YAG and K9 substrates.