We present the first nanomechanical resonators microfabricated in single-crystal diamond. Shell-type resonators only 70 nm thick, the thinnest single crystal diamond structures produced to date, demonstrate a high-quality factor (Q ≈ 1000 at room temperature, Q ≈ 20 000 at 10 K) at radio frequencies (50-600 MHz). Quality factor dependence on temperature and frequency suggests an extrinsic origin to the dominant dissipation mechanism and methods to further enhance resonator performance.