In this talk we will discuss the relation between the incompatibility of quantum measurements and quantum nonlocality. In a recent paper, we show that any set of measurements that is not jointly measurable (i.e. incompatible) can be used for demonstrating EPR steering, a form of quantum nonlocality. This implies that EPR steering and (non) joint measurability can be viewed as equivalent. Moreover, we discuss the connection between Bell nonlocality and joint measurability, and give evidence that both notions are inequivalent. Specifically, we exhibit a set of incompatible quantum measurements and show that it does not violate a large class of Bell inequalities. This suggest the existence of incompatible quantum measurements which are Bell local, similarly to certain entangled states which admit a local hidden variable model.