We consider products of independent n×n non-Hermitian random matrices X(1),…,X(m). Assume that their entries, X(q)jk,1≤j,k≤n,q=1,…,m, are independent identically distributed random variables with zero mean, unit variance. Götze and Tikhomirov [On the asymptotic spectrum of products of independent random matrices, preprint (2010), arXiv:1012.2710] and O’Rourke and Sochnikov [Products of independent non-Hermitian random matrices, Electron. J. Probab.16 (2011) 2219–2245] proved that under these assumptions the empirical spectral distribution (ESD) of X(1)⋯X(m) converges to the limiting distribution which coincides with the distribution of the mth power of random variable uniformly distributed in the unit circle. In this paper, we provide a local version of this result. More precisely, assuming additionally that 𝔼|X(q)11|4+δ<∞ for some δ>0, we prove that ESD of X(1)⋯X(m) converges to the limiting distribution on the optimal scale up to n−1+2a,0<a<1/2 (up to some logarithmic factor). Our results generalize the recent results of Bourgade et al. [Local circular law for random matrices, Probab. Theory Related Fields159 (2014) 545–595], Tao and Vu [Random matrices: Universality of local spectral statistics of non-Hermitian matrices, Ann. Probab. 43 (2015) 782–874] and Nemish [Local law for the product of independent non-hermitian random matrices with independent entries, Electron. J. Probab.22 (2017) 1–35]. We also give further development of Stein’s type approach to estimate the Stieltjes transform of ESD.