Diatom frustules, with their hierarchical three-dimensional patterned silica structures at nano to micrometer dimensions, can be a paragon for the design of lightweight structural materials. However, the mechanical properties of frustules, especially the species with pennate symmetry, have not been studied systematically. A novel approach combining in situ micro-indentation and high-resolution X-ray computed tomography (XCT)-based finite element analysis (FEA) at the identical sample is developed and applied to Didymosphenia geminata frustule. Furthermore, scanning electron microscopy and transmission electron microscopy investigations are conducted to obtain detailed information regarding the resolvable structures and the composition. During the in situ micro-indentation studies of Didymosphenia geminata frustule, a mainly elastic deformation behavior with displacement discontinuities/non-linearities is observed. To extract material properties from obtained load-displacement curves in the elastic region, elastic finite element method (FEM) simulations are conducted. Young’s modulus is determined as 31.8 GPa. The method described in this paper allows understanding of the mechanical behavior of very complex structures.