We measured the mechanical properties of air and oil(tetradecane)filled cross-linked lysozyme as well as water filled metal phenolate microcapsules using atomic force microscopy in the temperature range of 21–70 °C. The stiffness and modulus of the individual capsules were determined using Reissner's theory for indentation of thin elastic shells. We found that the stiffness and modulus of air filled cross-linked lysozyme capsules decreases by a factor of 4 when the temperature changes from room temperature to human body temperature of 37 °C. However, the stiffness of tetradecane filled cross-linked lysozyme microcapsules decreases by 16% for the same change in the temperature. The stiffness decreases drastically for both air and tetradecane filled cross-linked lysozyme capsules when the temperature is increased to 70 °C. The air filled capsules shrink when heated to 70 °C for an hour due to leakage of air into the surrounding liquid medium. The heat treated air filled capsules were burst or broken with application of small forces. In contrast, the oil filled cross-linked lysozyme capsule retained their structure at 70 °C even though they became soft. The post heat treated tetradecane filled capsule had lower stiffness than its initial stiffness after cooling back to room temperature. The water filled metal phenolate capsules showed a minor dependence on temperature where they became slightly stiffer with increase in temperature. The reduction in the modulus of air filled capsules may have implications in their use as ultrasound contrast agents. The thermal response of tetradecane filled cross-linked lysozyme capsules has significant implication in their use as flavour or nutrient delivery vehicles in the processed food industry.