Thin films of diluted magnetic alloys are widely used in superconducting spintronics devices. Most studies rely on transport measurements and assume homogeneous magnetic layers. Here we examine on a local scale the electronic properties of the well-known two-layer superconductor/ferromagnet structure Nb/CuNi. Scanning tunneling spectroscopy experiments demonstrated significant spatial variations of the tunneling conductance on nanoscale, with characteristic gapped, nongapped, and strongly zero-bias peaked spectra. The microscopic theory successfully reproduced the observed spectra and relied them to spatial variations of CuNi film thickness and composition, leading to strong variations of the effective exchange energy. The observed inhomogeneities put constraints on the use of diluted magnetic alloys in nanoscale devices.