High-entropy alloys (HEA) are stabilized by configurational entropy, but their properties, mechanical properties in particular, are controlled more by their electronic and lattice heterogeneity. They can pin dislocations and increase hardness. They also promote local melting upon irradiation, leading to self-healing effect. Calculations using the density functional theory show high atomic-level stresses in HEA due to charge transfer which mainly affects pressure, and atomic size mismatch which produces both pressure and shear stress. These atomic-level stresses result in local lattice distortions which can be observed by diffraction. We discuss the results of single-crystal neutron diffuse scattering studies of HEA which shows strong local lattice distortion. This work is supported by the Department of Energy, Office of Science, Basic Energy Sciences, Materials Science and Engineering Division.