Employing nanofocus x-ray diffraction, we investigate the local strain field induced by a five-fold (In,Ga)N multi-quantum well embedded into a GaN micro-rod in core-shell geometry. Due to an x-ray beam width of only 150 nm in diameter, we are able to distinguish between individual m-facets and to detect a significant in-plane strain gradient along the rod height. This gradient translates to a red-shift in the emitted wavelength revealed by spatially resolved cathodoluminescence measurements. We interpret the result in terms of numerically derived in-plane strain using the finite element method and subsequent kinematic scattering simulations which show that the driving parameter for this effect is an increasing indium content towards the rod tip.