By using high-energy synchrotron X-ray and neutron scattering, the local structure of a ternary high-entropy alloy Zr1/3Nb1/3Hf1/3 is characterized by means of pair distribution function (PDF) analysis. Results show that this alloy is a body center cubic (b.c.c.) phase in both bulk sample and in a thin film ~1.5 µm thick. The PDFs obtained from X-ray diffraction and neutron diffraction agree well with each other. The measured PDFs differ from the calculated PDF, particularly in the peak shape of the first two peaks, indicating local lattice distortion due to different atomic sizes in the solid solution.