A subset X in the d-dimensional Euclidean space is called a kdistance set if there are exactly k distinct distances between two distinct points in X and a subset X is called a locally k-distance set if for any point x in X, there are at most k distinct distances between x and other points in X. Delsarte, Goethals, and Seidel gave the Fisher type upper bound for the cardinalities of k-distance sets on a sphere in 1977. In the same way, we are able to give the same bound for locally kdistance sets on a sphere. In the first part of this paper, we prove that if X is a locally k-distance set attaining the Fisher type upper bound, then determining a weight function w, (X, w) is a tight weighted spherical 2k-design. This result implies that locally kdistance sets attaining the Fisher type upper bound are k-distance sets. In the second part, we give a new absolute bound for the cardinalities of k-distance sets on a sphere. This upper bound is useful for k-distance sets for which the linear programming bound is not applicable. In the third part, we discuss about locally twodistance sets in Euclidean spaces. We give an upper bound for the cardinalities of locally two-distance sets in Euclidean spaces. Moreover, we prove that the existence of a spherical two-distance set in (d − 1)-space which attains the Fisher type upper bound is equivalent to the existence of a locally two-distance set but not a two-distance set in d-space with more than d(d + 1)/2 points.We also classify optimal (largest possible) locally two-distance sets for dimensions less than eight. In addition, we determine the maximum cardinalities of locally two-distance sets on a sphere for dimensions less than forty.