Metric learning has been widely used in many visual analysis applications, which learns new distance metrics to measure the similarities of samples effectively. Conventional metric learning methods learn a single linear Mahalanobis metric, yet such linear projections are not powerful enough to capture the nonlinear relationships. Recently, deep metric learning approaches, such as discriminative deep metric learning and deep transfer metric learning, have been introduced to fully exploit the nonlinearity of samples by learning hierarchical nonlinear transformations. However, these methods only learn holistic metrics over the input space and are limited for the heterogeneous data sets, where data varies locally. In this paper, we propose a deep localized metric learning approach for visual recognition by learning multiple fine-grained deep localized metrics. We first learn K local subspaces and one holistic subspace with the K-auto-encoders-based clustering. Then, given an input pair, we compute its localized distance on each learned subspace and obtain the final distance representation. Finally, we train the entire neural networks to ensure the distances of positive pairs smaller than negative pairs by a large margin. Experimental results on three visual recognition applications, including face recognition, person re-identification, and scene recognition, show that our DLML outperforms most existing metric learning approaches.