An experimental setup to perform dynamic analysis of a micro- and nano-mechanical system in vacuum, gas, and liquid is presented. The setup mainly consists of a piezoelectric excitation part and the chamber that can be either evacuated for vacuum, or filled with gas or water. The design of the piezoelectric actuator was based on a Langevin transducer. The chamber is made out of materials that can sustain: vacuum, variety of gases and different types of liquids (mild acids, alkalies, common alcohols and oils). All the experiments were performed on commercial cantilevers used for contact and tapping mode Atomic Force Microscopy (AFM) with stiffness 0.2 N/m and 48 N/m, respectively, in vacuum, air and water. The performance of the setup was evaluated by comparing the measured actuator response to a finite element model. The frequency responses of the two AFM cantilevers measured were compared to analytical equations. A vacuum level of 0.6 mbar was obtained. The setup has a bandwidth of 10-550 kHz in vacuum and air, and a bandwidth of 50-550 kHz in liquid. The dynamic responses of the cantilevers show good agreement with theory in all media.@en