High entropy materials represent a non-canonical type of crystalline structures which are formed when five or even more dissimilar elements find themselves constrained into degenerate sublattice sites. When this principle is applied to diborides, only one sublattice of the crystal (s.g. P6/mmm) is chemically disordered, while the remaining covalent B backbone is not. We present a broad investigation conducted on several high-entropy transition metal diborides using state-of-the-art synchrotron scattering and SEM-EDS techniques. The investigation has awarded us with deep insight into hitherto-unknown local distortions occurring around metals. Common features were observed between the average structure and the first-neighbors distances, regardless the number and type of substituted metals. The analysis of the first three scattering shells provides us with a handle on the underlying microscopic strains, which might be responsible for the improved thermophysical behavior in this class of compounds.