Natural constituents of wood cell-wall layers are affected in various ways by thermal treatment. This study investigated the effect of high-temperature treatment on the properties of cell-wall layers. The properties were studied using PeakForce quantitative nanomechanical mapping and Fourier-transform infrared spectroscopy (FTIR). European beech wood was thermally treated at 200 °C for 1, 3, and 5 h in an oxidizing atmosphere. Modulus of elasticity, adhesion force, and roughness of the secondary S2 layer and the compound middle lamella (CML) were determined using atomic force microscopy (AFM). Results showed that both the S2 layer and CML were affected by thermal treatment. Stiffening of the S2 layer was caused by increased crystallinity of the cellulose-dominated component, having peaked after 1 h of treatment. The degradation thereafter resulted in a decrease of the S2 as well as the CML stiffness. An increase of CML roughness after 3 h of treatment was associated with the effect of thermal degradation on CML integrity. The analysis suggested that the reduction in syringyl lignin is potentially associated with an increase in adhesion of cell-wall layers.