Local sets, a graph structure invariant under local complementation, have been originally introduced in the context of quantum computing for the study of quantum entanglement within the so-called graph state formalism. A local set in a graph is made of a non-empty set of vertices together with its odd neighborhood. We show that any graph can be covered by minimal local sets, i.e. that every vertex is contained in at least one local set that is minimal by inclusion. More precisely, we introduce an algorithm for finding a minimal local set cover in polynomial time. This result is proved by exploring the link between local sets and cut-rank. We prove some additional results on minimal local sets: we give tight bounds on their size, and we show that there can be exponentially many of them in a graph. Finally, we provide an extension of our definitions and our main result to q-multigraphs, the graphical counterpart of quantum qudit graph states.