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We address in this work the problem of minimizing quantum entropies under local constraints. We suppose that macroscopic quantities, such as the particle density, current, and kinetic energy, are fixed at each point of Rd and look for a density operator over L2(Rd), minimizing an entropy functional. Such minimizers are referred to as local Gibbs states. This setting is in contrast with the classical problem of prescribing global constraints, where the total number of particles, total current, and total energy in the system are fixed. The question arises, for instance, in the derivation of fluid models from quantum dynamics. We prove, under fairly general conditions, that the entropy admits a unique constrained minimizer. Due to a lack of compactness, the main difficulty in the proof is to show that limits of minimizing sequences satisfy the local energy constraint. We tackle this issue by introducing a simpler auxiliary minimization problem and by using a monotonicity argument involving the entropy.