In this paper, we study the concentration phenomena of invariant measures for stochastic differential equations with locally Lipschitz continuous coefficients and more than one ergodic state in R d . Under some dissipative conditions, by using Lyapunov-like functions and large deviations methods, we estimate the invariant measures in neighborhoods of stable sets, neighborhoods of unstable sets and their complement, respectively. Our result illustrates that the invariant measures concertrate on the intersection of stable sets where a functional W (K i ) are minimized and the Birkhoff center of the corresponding deterministic systems as noise tends down to zero. Furthermore, we show the large deviations principle of the invariant measures. At the end of this paper, we provide some explicit examples and their numerical simulations.