The meshless local Petrov-Galerkin (MLPG) approach is an effective method for solving boundary value problems, using a local symmetric weak form and shape functions from the moving least squares approximation. In the present paper, the MLPG method for solving problems in elasto-statics is developed and numerically implemented. The present method is a truly meshless method, as it does not need a `finite element mesh', either for purposes of interpolation of the solution variables, or for the integration of the energy. All integrals in the formulation can be easily evaluated over regularly shaped domains (in general, spheres in three-dimensional problems) and their boundaries. The essential boundary conditions in the present formulation are imposed by a penalty method, as the essential boundary conditions can not be enforced directly when the non-interpolative moving least squares approximation is used. Several numerical examples are presented to illustrate the implementation and performance of the present MLPG method. The numerical examples show that the present MLPG approach does not exhibit any volumetric locking for nearly incompressible materials, and that high rates of convergence with mesh refinement for the displacement and energy norms are achievable. No post-processing procedure is required to compute the strain and stress, since the original solution from the present method, using the moving least squares approximation, is already smooth enough.