The shock sensitivity of RDX is of major interest for the development of insensitive munitions. Previous research has implied that internal defects that form within RDX crystals have a strong sensitising effect, increasing the probability of shock initiation. During the NATO Reduced sensitivity RDX Round Robin (R4) program the number of internal defects within RDX crystals of differing qualities were assessed by optical microscopy and a scoring system. The results suggested that RDX crystals with many internal defects were more sensitive. Studies investigating the mechanical properties of bulk RDX have shown that lots consisting of poorer crystals are weaker. This study investigates the mechanical properties of individual crystals from different RDX lots using nano-indentation. It is shown that crystals with many internal defects have reduced modulus of elasticity, stiffness and prone to greater deformation under applied load. The results also show a correlation between these parameters and previously reported shock sensitivity data.