Nano/micro-scale mechanical properties of multiferroic materials can be controlled by the external magnetic or electric field due to the coupling interaction. For the first time, a modularized multi-field nanoindentation apparatus for carrying out testing on materials in external magnetostatic/electrostatic field is constructed. Technical issues, such as the application of magnetic/electric field and the processes to diminish the interference between external fields and the other parts of the apparatus, are addressed. Tests on calibration specimen indicate the feasibility of the apparatus. The load-displacement curves of ferromagnetic, ferroelectric, and magnetoelectric materials in the presence/absence of external fields reveal the small-scale magnetomechanical and electromechanical coupling, showing as the ΔE and ΔHin effects, i.e., the magnetic/electric field induced changes in the apparent elastic modulus and indentation hardness.