Heat treatment is a standard method to increase the hardness of silica in various applications. Here, we tested the effect of high temperature annealing on the mechanical properties of silica microcapsules by force spectroscopy under point loads applied to the particle shell. The Young's modulus of the shells moderately increases after annealing at temperatures above 500 °C. Temperatures over 850 °C result in a much stronger increase and the Young's modulus is close to that of fused silica after annealing at 1100 °C. NMR analysis revealed that in untreated microcapsules synthesized by seeded growth using the Stöber method only 55% of the silicon atoms form siloxane bonds with four neighbors, whereas the remaining ones only form three or less siloxane bonds each and, thus, a large number of ethoxy and silanol groups still exist. During annealing at 500 °C, these are successively transformed into siloxane bonds through condensation reactions. This process correlates with only a moderate increase in Young's modulus. The strong increase at temperatures above 850 °C was associated with a densification which was associated by a decrease in capsule size and shell thickness while the shells remained homogenous and of spherical shape. The main strengthening of the shells is thus mainly due to compaction by sintering at length scales significantly larger than that of local siloxane bonds.