Native protective oxide scales offer resistance against corrosion for high temperature materials, which often work in extreme conditions of varying mechanical and thermal loads. The integrity of such layers is of critical importance, since their damage can lead to significant reduction in material life. Mechanical data such as fracture strain and elastic modulus are required to include oxides in material life estimation models for high temperature materials, but there is lack of such data. Their thickness is in the μm range, which makes mechanical testing for property determination difficult. Here we present a micro-mechanical testing method, based on bending of micro-cantilevers produced by focused ion beam milling, capable of circumventing the limitations of conventional approaches. We apply this method to chromia thermally grown on pure chromium, and measure fracture strains at room and high temperatures (600 °C). The measured fracture strains were found to be higher at room temperature, due to a larger fraction of transgranular fracture. Surprisingly, a large fraction of transgranular fracture was seen even in the presence of stress concentrations at grain boundaries. Removal of the stress concentrations accentuated the propensity for transgranular cracking at room temperature. Realistic values of room temperature elastic modulus were obtained as well. The observed mixed trans- and intergranular cracking points towards the need for dedicated investigations of both oxide grain boundary strength and cleavage resistance of single crystals in order to fully understand the failure mechanisms in thermally grown oxide scales.