Borides of high electron density metals such as Os show promise as hard materials. Arc-melting elemental osmium and boron under an argon atmosphere produced osmium diboride (OsB2). Both a Vickers diamond microindenter and a Berkovich nanoindenter were used to measure hardness. Vickers microindentation indicates that the hardness of OsB2 increases significantly with decreasing applied load. The average hardness reaches approximately 37 GPa as the applied load is lowered to 0.245 N. The hardness is found to be highly dependent on the crystallographic orientation. For the {010} grains, along the 〈100〉 direction, the average hardness is significantly higher than that in the orthogonal 〈001〉 direction. Cracks associated with pop-in events in the nanoindentation load–displacement curves are observed in the {010} grains. The measured Young’s modulus of OsB2 is 410 ± 35 GPa, which is comparable to that obtained from first-principles calculations.