We construct finite sets of real numbers that have a small difference set and strong local properties. In particular, we construct a set $A$ of $n$ real numbers such that $|A-A|=n^{\log_2 3}$ and that every subset $A'\subseteq A$ of size $k$ satisfies $|A'-A'|\ge k^{\log_2 3}$. This construction leads to the first non-trivial upper bound for the problem of distinct distances with local properties.