Superconducting magnets experience significant thermo-mechanical loads throughout their life cycle. These are introduced by the electro-magnetic forces during powering, but also by the prestress applied in many magnet designs. Further to this, the large thermal excursion that components of different materials experience can generate significant internal forces. The loads are also experienced by the superconducting coils, whose critical current can decrease as a consequence of the applied strain. It is then crucial to predict the overall mechanical behavior and conservatively design a magnet, avoiding failure of the mechanical components and of the superconducting coils. Finite Element Analysis (FEA) is generally used to perform these tasks, but its results rely heavily on the material properties and models used. This is in particular true for the coil composite, which is simplified to allow reasonable model sizes in full magnet models. In this paper, we present the state-of-art knowledge of the mechanical properties of the materials mostly used in superconducting magnet construction. We review elastic and plastic properties at room and cryogenic temperature, thermal contraction, and summarize the state-of-art failure criteria for these materials. Finally, the paper summarizes the present understanding of the mechanical behavior and limits of Nb 3 Sn coils. For the first time, an orthotropic failure criteria is proposed.