Due to their compositional complexity and flexibility, multi-principal element alloys (MPEAs) have a wide range of design and application prospects. Many researchers focus on tuning chemical inhomogeneity to improve the overall performance of MPEAs. In this paper, we systematically review the chemical inhomogeneity at different length scales in MPEAs and their impact on the mechanical properties of the alloys, aiming to provide a comprehensive understanding of this topic. Specifically, we summarize chemical short-range order, elemental segregation and some larger-scale chemical inhomogeneity in MPEAs, and briefly discuss their effects on deformation mechanisms. In addition, the chemical inhomogeneity in some other materials is also discussed, providing some new ideas for the design and preparation of high-performance MPEAs. A comprehensive understanding of the effect of chemical inhomogeneity on the mechanical properties and deformation mechanisms of MPEAs should be beneficial for the development of novel alloys with desired macroscopic mechanical properties through rationally tailoring chemical inhomogeneity from atomic to macroscale in MPEAs.