We investigated the elastic modulus changes normal to the interface of a coincidence tilt grain boundary (GB) in bcc Fe by the substitutional segregation of 3d transition metal (TM) solutes. For the R11(332) GB, we obtained cell-averaged elastic moduli by applying small tensile and compressive strains to the GB supercell normal to the interface with and without the solute segregation, where local strains or local responses at GB atoms and segregated 3d-TM atoms were analyzed. We observed that the segregations of V to the looser site and Co to the tighter site remarkably enhance the elastic modulus normal to the GB, while the segregations of Sc and Cu remarkably reduce it. The strengthening by V and Co is originated from the strong bonding between solute and neighboring Fe atoms at the GB interface, as represented by the changes of local elastic moduli and local densities of states.