Zirconium and few combined alloys are mainly used in nuclear industry as structural material because of their good properties in terms of neutron transparency and mechanical and corrosion strength. In order to improve the corrosion resistance and to have a better integrity and safety of these tubes under severe thermomechanical loading, M5® alloys may replace stress-relieved Zircaloy4 usually used. An experimental study at macroscopic scale between 20°C and 500°C has shown that their global mechanical behavior strongly depends on the metallurgical state (stress relieved or recrystallized). To understand these mechanical differences, an experimental multi-scale investigation has been worked out in order to characterize strain distribution at the scale of the grains and at that of the representative volume element (R.V.E.) at ambient temperature (20°C). Local strain fields are measured by means of a microscale full field strain measurement technique, based on microgrid deposition, scanning electronic microscopy (SEM) imaging and mechanical testing inside the SEM chamber. Here, we present an original method of strain distribution quantification based on the adaptation of statistical methods usually used to characterize morphology and spatial distribution of phase domains in multi-phase materials. This statistical analysis of strain heterogeneity distribution reveals, first, a particular strain distribution in the form of bands oriented approximately at °45° with regards to the direction of macroscopic tension and, second, we can show that these interaction lengths are much greater than the average size of grains, which clearly demonstrates that local investigations cannot be limited to a few grains. So, the macroscopic mechanical response of these materials is not only governed by intragranular heterogeneities but the local deformations get organized between the grains according to a pattern of bands at a mesoscale ( 2-10 grains), determined by medium to long-range interactions. The differences of values for characteristics of bands explain in part the anisotropic global behavior of these materials linked with the local texture distribution.