Under a contract with the GRANTECAN, the Commissioning Instrument (CI) is a project developed by a team of Mexican scientists and engineers from the Instrumentation Department of the Astronomy Institute at the UNAM and the CIDESI Engineering Center. The CI will verify the Gran Telescopio Canarias (GTC) performance during the commissioning phase between First Light and Day One. The design phase is now completed and the project is currently in the manufacturing phase. The CI main goal is to measure the telescope image quality. To obtain a stable high resolution image, the mechanical structures should be as rigid as possible. This paper describes the several steps of the conceptual design and the Finite Element Analysis (FEA) for the CI mechanical structures. A variety of models were proposed. The FEA was useful to evaluate the displacements, shape modes, weight, and thermal expansions of each model. A set of indicators were compared with decision matrixes. The best performance models were subjected to a re-optimization stage. By applying the same decision method, a CI Structure Model was proposed. The FEA results complied with all the instruments specifications. Displacements values and vibration frequencies are reported.