The mechanical behaviour of materials with spatial gradients in composition is of relevant interest in a variety of applications. The intent of this study is to evaluate and compare the mechanical behaviour of homogeneous and graded Alumina/Titanium nanolayered thin coatings manufactured through Pulsed Laser Deposition. To this purpose the nanoindentation technique, a well established tool for the assessment of mechanical properties at the micro and nanoscale, is adopted. In this investigation three characteristic lengths are accounted for, due to the scale of the system: coating thickness, probe tip roundness, and spatial gradient of mechanical properties. The coated systems are evaluated in terms of mechanical properties (i.e. indentation modulus M and hardness H), wear ratio H/Er, as well as with reference to the hardness parameters Km and P/S^2, which are able to discriminate the graded system with respect to the homogeneous ones. The gradient in mechanical properties exhibited by the proposed structure is kept in light. Besides, a peculiar deformation mechanism, which tends to hide the substrate effect on the whole FGM system behaviour, is evidenced. Finally, in the course of this investigation the ratio between maximum penetration and contact depth is assessed to be a convenient alternative wear parameter related to the H/Er ratio.