Owing to their high thermoelectric (TE) figure-of-merit, nanostructured Si80Ge20 alloys are evolving as a potential replacement for their bulk counterparts in designing efficient radio-isotope TE generators. However, as the mechanical properties of these alloys are equally important in order to avoid in-service catastrophic failure of their TE modules, we report the strength, hardness, fracture toughness, and thermal shock resistance of nanostructured n-type Si80Ge20 alloys synthesized employing spark plasma sintering of mechanically alloyed nanopowders of its constituent elements. These mechanical properties show a significant enhancement, which has been correlated with the microstructural features at nano-scale, delineated by transmission electron microscopy