Using a new scheme based on atomic force microscopy (AFM), we investigate mechanical properties of clathrin-coated vesicles (CCVs). CCVs are multicomponent protein and lipid complexes of approximately 100 nm diameter that are implicated in many essential cell-trafficking processes. Our AFM imaging resolves clathrin lattice polygons and provides height deformation in quantitative response to AFM-substrate compression force. We model CCVs as multilayered elastic spherical shells and, from AFM measurements, estimate their bending rigidity to be 285 +/- 30 k(B)T, i.e., approximately 20 times that of either the outer clathrin cage or inner vesicle membrane. Further analysis reveals a flexible coupling between the clathrin coat and the membrane, a structural property whose modulation may affect vesicle biogenesis and cellular function.