In this study, ultrahigh vacuum chemical vapour deposition was employed to deposit multilayered silicon–germanium (SiGe) films. Subsequently, we take those samples for ex situ thermal treatments in the furnace system (400 and 500°C). The periodic multilayer SiGe with different annealing conditions measured by a commercial nanoindenter observed the slight increase in hardness. The cross-section profile and the microstructure of SiGe multilayer films were characterised by means of atomic force microscopy and transmission electron microscopy. The effect of the thermodynamics of the thin film/substrate system is evidenced by annealing treatment. It is demonstrated that the SiGe multilayer films are more susceptible to plastic deformation while annealing treatments are carried out. The misfit dislocations in the critical pile-up event were observed in the periodical SiGe multilayer that can be relaxed at thermal annealing, thus providing the nanomechanical performance.