Long regarded as a model system for studying insulator-to-metal phase transitions, the correlated electron material vanadium dioxide (VO2) is now finding novel uses in device applications. Two of its most appealing aspects are its accessible transition temperature (∼341 K) and its rich phase diagram. Strain can be used to selectively stabilize different VO2 insulating phases by tuning the competition between electron and lattice degrees of freedom. It can even break the mesoscopic spatial symmetry of the transition, leading to a quasiperiodic ordering of insulating and metallic nanodomains. Nanostructuring of strained VO2 could potentially yield unique components for future devices. However, the most spectacular property of VO2--its ultrafast transition--has not yet been studied on the length scale of its phase heterogeneity. Here, we use ultrafast near-field microscopy in the mid-infrared to study individual, strained VO2 nanobeams on the 10 nm scale. We reveal a previously unseen correlation between the local steady-state switching susceptibility and the local ultrafast response to below-threshold photoexcitation. These results suggest that it may be possible to tailor the local photoresponse of VO2 using strain and thereby realize new types of ultrafast nano-optical devices.