As carbon fibres are heterogeneous, anisotropic and small in size, the determination of their mechanical properties is rather difficult. Here, the compressive behaviour of two different carbon fibres is studied using in situ compression tests on micro-pillars with scanning electron microscopy (SEM). The mode of failure is axial splitting. Large hysteretic loops are observed, associated with crack development, but no or small permanent deformation is visible. The compressive properties (modulus, strength) of these pillars are lower than the tensile properties of the fibres (128 GPa and 2.38 for UTS50 respectively and 110 GPa and 2.36 GPa for HR40 respectively). The mechanisms involved are studied and compared with those of various other experimental techniques. The core–shell structure of the fibres is at the origin of these inferior properties (the pillar is associated with the core). The nano-buckling scenario of crystalline carbon stacks constrained by the shear stiffness of the fibre is in agreement with our moduli and strength results.