Abstract: Graphene and other two-dimensional (2D) materials possess various excellent properties and hold great promises for next generation of electronic devices and other applications. The mechanical properties are of fundamental importance in the research and application of 2D materials. Despite the fact that 2D materials have been extensively investigated in the past two decades, efforts on the mechanical properties are strikingly lacking and vastly needed. Atomic force microscopy (AFM) is one of the most widely used tools for the mechanical characterizations of low-dimensional materials. Particularly, the AFM-based nano-indentation technique has been extensively employed to explore the mechanical properties of 2D materials. In this review, we first introduce the basic backgrounds of 2D materials and atomic force microscopy. The mechanism and theoretical background of AFM-based nano-indentation are then demonstrated. In the second part, we review the research work by employing nano-indentation on studying the in-plane mechanical properties of 2D materials. The measurement errors of AFM-based nano-indentation and their origins are also discussed. Nano-indentation is perfectly suitable for the in-plane/intralayer mechanical measurement but also greatly limited in probing the out-of-plane/interlayer elasticity, due to the extreme anisotropy of 2D materials. Therefore, in the third part, we introduce an unconventional AFM-based technique - Angstrom-indentation which allows for sub-nm deformation on 2D materials. With such a shallow indentation depth comparable to the interlayer spacing of 2D materials, Angstrom-indentation is capable of measuring and tuning the interlayer van der Waals interactions in 2D materials. The interlayer elasticities of graphene and graphene oxide measured by Angstrom-indentation are discussed as examples in the third part. In the final part, we give a quick overview of a new type of 2D material - van der Waals heterostructure and its novel mechanical properties. We also discuss the potential application of Å-indentation in the investigation of the mechanical properties of van der Waals heterostructures.