Mesocrystals are nanostructured materials consisting of individual nanocrystals having a preferred crystallographic orientation. On mesoscopic length scales, the properties of mesocrystals are strongly affected by structural heterogeneity. Here, we report the detailed structural characterization of a faceted mesocrystal grain self-assembled from 60 nm sized gold nanocubes. Using coherent X-ray diffraction imaging, we determined the structure of the mesocrystal with the resolution sufficient to resolve each gold nanoparticle. The reconstructed electron density of the gold mesocrystal reveals its intrinsic structural heterogeneity, including local deviations of lattice parameters, and the presence of internal defects. The strain distribution shows that the average superlattice obtained by angular X-ray cross-correlation analysis and the real, "multidomain" structure of a mesocrystal are very close to each other, with a deviation less than 10%. These results will provide an important impact to understanding the fundamental principles of structuring and self-assembly including ensuing properties of mesocrystals.