Abstract: In response to the frequent wellbore instability issues encountered during drilling in deep coal rock formations within the Sichuan Basin, and the limitations of traditional methods in testing the mechanical properties of coal rocks, this study investigates the mechanical behavior and load response mechanisms of coal rocks at the microscale to provide theoretical support for drilling safety. Nanoindentation technology was employed to conduct multi-load (10–100 mN) static indentation experiments on coal rocks from the Longtan Formation. Load-displacement curves were obtained using a Berkovich indenter, and the elastic modulus and hardness were calculated. Combined with grid indentation statistics, the distribution patterns of mechanical parameters were analyzed. As the load increased, the maximum indentation depth increased nonlinearly from 1 μm to 3.5 μm, with residual depth rising significantly under high loads. The median elastic modulus stabilized at 6–8 GPa, and the average hardness ranged from 0.6 to 0.9 GPa. After the load reached 50 mN, the parameters stabilized, and variability decreased. The modulus and hardness of coal rocks were significantly lower than those of common lithologies such as shale and sandstone. Nanoindentation technology is suitable for characterizing the micromechanical properties of coal rocks. For testing coal rocks from the Longtan Formation, it is recommended that the load should not be less than 50 mN to obtain stable results. The low modulus and low hardness of coal rocks are the micromechanical reasons for their susceptibility to wellbore instability. This research can provide a basis for drilling design and wellbore stability.