Icosahedral order has been suggested as the prevalent atomic motif of supercooled liquids and metallic glasses for more than half a century, because the icosahedron is highly close-packed but is difficult to grow, owing to structure frustration and the lack of translational periodicity. By means of angstrom-beam electron diffraction of single icosahedra, we report experimental observation of local icosahedral order in metallic glasses. All the detected icosahedra were found to be distorted with partially face-centered cubic symmetry, presenting compelling evidence on geometric frustration of local icosahedral order in metallic glasses.