As a physical response to water loss during drought, inner Selaginella lepidophylla stems curl into a spiral shape to prevent photoirradiation damage to their photosynthetic surfaces. Curling is reversible and involves hierarchical deformation, making S. lepidophylla an attractive model with which to study water-responsive actuation. Investigation at the organ and tissue level has led to the understanding that the direction and extent of stem curling can be partially attributed to stiffness gradients between adaxial and abaxial stem sides at the nanoscale. Here, we examine cell wall elasticity to understand how it contributes to the overall stem curling. We compare the measured elastic moduli along the stem length and between adaxial and abaxial stem sides using atomic force microscopy nano-indentation testing. We show that changes in cortex secondary cell wall development lead to cell wall stiffness gradients from stem tip to base, and also between adaxial and abaxial stem sides. Changes in cortical cell wall morphology and secondary cell wall composition are suggested to contribute to the observed stiffness gradients.