Oxide inclusions are inevitably present in steel as a direct consequence of the steelmaking process; as a result, a cubic centimetre of modern steel will generally contain about a million of these hard and brittle micrometre-sized ceramic particles. Inclusions are important because they influence, generally in a negative way, the alloy mechanical performance. Current knowledge concerning compositions, formation and growth mechanisms of inclusions in steel is well-established; however, inclusion intrinsic mechanical properties are less well understood. A number of techniques have been developed in the past years that allow the measurement of local properties on individual phases or small-scale materials. Methods have been proposed to assess the strength of micrometre-sized particles, which can be adapted to obtain the properties of oxide inclusions. Other methods, such as nanoindentation, can be used to probe the stiffness and hardness of a vast range of materials; however, special considerations are needed if those are to be used for micrometre-sized particles embedded in a dissimilar matrix. In this work, oxide inclusions in iron alloys are produced by melting and deoxidizing high-purity iron under a controlled atmosphere. Inclusion characteristics, including chemical composition and observed morphologies, are studied using standard characterization techniques such as scanning electron microscopy and energy dispersive spectroscopy. The mechanical properties of selected inclusions are studied using micromechanical testing methods. The stiffness and hardness are probed by nanoindentation and analysed using a strategy that is developed in this work to obtain matrix-independent data when testing embedded particles. The correction is based on theoretical considerations complemented with results from finite element simulations and leads to an accurate determination if indentation data are collected and averaged from a large number of particles (~30 or more). Finally, the strength of oxide particles is measured by producing and testing micromechanical test samples out of individual inclusions. Results of this work show that the local inclusion stiffness and hardness vary strongly within narrow compositional ranges in inclusions based on Si-Fe-Mn oxide, or alternatively remain relatively unchanged as a function of the oxide chemistry in inclusions based on Si-Al-Ca oxide. Stiffnesses remain lower than that of iron for all inclusions except Mn-rich Si-Fe-Mn oxides, in turn suggesting that such inclusions might be more benign with respect to high-cycle fatigue resistance. Hardness values for inclusions analysed in this work, remaining in the range of 4 to 11 GPa, are all relatively high when compared to typical values for metal alloys, while also showing an upward jump in Mn-rich Si-Fe-Mn-O inclusions. In-situ micromechanical tests performed on individual inclusions made of amorphous SiO2 show that the strain and stress to failure of these individual particles can reach values in the range of 8 to 17 % and in the order of 10 GPa. These fall within the range of the highest values so far reported for dry silica and demonstrate that oxide inclusions within iron can, in fact, be very strong.