We studied changes in the mechanical properties of polyelectrolyte-multilayer capsules induced by YF3-nanoparticle formation inside the layers. Using direct-deformation measurements by colloidal probe atomic force microscopy (AFM), we found that the nanoparticle formation increases the capsule stiffness by one order of magnitude. At the same time, we observed that buckling instabilities of the capsules are suppressed after the nanoparticle modification.