We study the microscopic mechanical response of colloidal gels by manipulating single probe particles within the network using optical tweezers. For this work, we use fluorescent poly(methylmethacrylate) (PMMA) particles dispersed in mixtures of decalin and cycloheyxylbromide, with a refractive index and density close to that of PMMA. The strength of attraction is controlled by the concentration of a non-adsorbing polymer, polystyrene, which induces a depletion attraction between particles. In the presence of sufficiently strong attractive forces, particles aggregate to form a colloidal gel. Confocal microscopy is used to simultaneously observe the local strain in response to the oscillating probe in real time. Specifically, we characterize local strain fields and the average response over many probe particles to assess the effects of probe oscillation amplitude, strength of depletion attraction and local microstructure. This work provides new and important insight into the manner in which stress is transmitted through a gel microstructure.