The goal of image steganography is to hide a full-sized image, termed secret, into another, termed cover. Prior image steganography algorithms can conceal only one secret within one cover. In this paper, we propose an adaptive local image steganography (AdaSteg) system that allows for scale- and location-adaptive image steganography. By adaptively hiding the secret on a local scale, the proposed system makes the steganography more secured, and further enables multi-secret steganography within one single cover. Specifically, this is achieved via two stages, namely the adaptive patch selection stage and secret encryption stage. Given a pair of secret and cover, first, the optimal local patch for concealment is determined adaptively by exploiting deep reinforcement learning with the proposed steganography quality function and policy network. The secret image is then converted into a patch of encrypted noises, resembling the process of generating adversarial examples, which are further encoded to a local region of the cover to realize a more secured steganography. Furthermore, we propose a novel criterion for the assessment of local steganography, and also collect a challenging dataset that is specialized for the task of image steganography, thus contributing to a standardized benchmark for the area. Experimental results demonstrate that the proposed model yields results superior to the state of the art in both security and capacity.