Assays focusing on emerging biological phenomena in an animal's life can be performed during embryogenesis. While the embryo of Caenorhabditis elegans has been extensively studied, its biomechanical properties are largely unknown. Here, we demonstrate that cellular force microscopy (CFM), a recently developed technique that combines micro-indentation with high resolution force sensing approaching that of atomic force microscopy, can be successfully applied to C. elegans embryos. We performed, for the first time, a quantitative study of the mechanical properties of the eggshell of living C. elegans embryos and demonstrate the capability of the system to detect alterations of its mechanical parameters and shell defects upon chemical treatments. In addition to investigating natural eggshells, we applied different eggshell treatments, i.e., exposure to sodium hypochlorite and chitinase solutions, respectively, that selectively modified the multilayer eggshell structure, in order to evaluate the impact of the different layers on the mechanical integrity of the embryo. Finite element method simulations based on a simple embryo model were used to extract characteristic eggshell parameters from the experimental micro-indentation force-displacement curves. We found a strong correlation between the severity of the chemical treatment and the rigidity of the shell. Furthermore, our results showed, in contrast to previous assumptions, that short bleach treatments not only selectively remove the outermost vitelline layer of the eggshell, but also significantly degenerate the underlying chitin layer, which is primarily responsible for the mechanical stability of the egg.