Studies of Vickers hardness of magnesium oxide are presented in the literature for three purposes. They give information about relations between hardness and brittleness, (plasticity and toughness behavior); they show the anisotropical effect of the structure of the material and they are a tool to study the chemomechanical effects (Rebinder effects). Generally, the Vickers hardness is evaluated by measurements of the diagonals of residual indentation. Equipment was built which gives a record of the applied depression depth (h) as a function of the carried load P (in the range 10−1 N to 10+1 N). Investigation of the curves P(h) during loading and unloading and microscopical observations of residual indentation show that phenomena are complex. The contact is elastoplastic. The roles played by the plasticity and elasticity are discussed. The physical meaning of Vickers hardness, determined by use of residual indentation measurements, is analyzed.