Zirconium alloys with low alloying content are mainly used in the nuclear industry as structural materials because of their superior properties in terms of neutron transparency, mechanical strength, and corrosion resistance. In order to further improve the corrosion resistance as well as the integrity of Zr based cladding tubes under severe thermomechanical loading, the M5® alloy was developed to replace stress-relieved Zircaloy-4. An experimental study conducted at the macroscopic scale between 20 and 500°C shows that the mechanical behavior of the studied Zr based alloys depends on the metallurgical state (stress-relieved or recrystallized) rather than on the chemical composition. To try to understand these mechanical differences, an experimental multiscale investigation was devised at ambient temperature (20°C) in order to characterize the strain distribution at the scale of the grains and at that of the representative volume element. Local strain fields were measured by means of a microscale digital image correlation technique, based on microgrid deposits and scanning electronic microscopy (SEM). Tensile tests were performed inside the SEM chamber. Here, the original method of strain distribution quantification based on statistical strain field analysis is used. First, this analysis reveals a particular strain distribution consisting of bands with an orientation greater that 45° with regards to the direction of macroscopic tension, and second, shows that these interaction lengths are much greater than the average size of the grains, which clearly demonstrates that local investigations cannot be limited to a few grains. Therefore, the macroscopic mechanical response of these materials is not only governed by intragranular heterogeneities but by the local deformations which become organized between the grains in a pattern of bands at a mesoscale, which is determined by medium to long-range interactions. The difference of values in the band characteristics could partly explain the anisotropic global behavior of these materials linked with their microstructure.