Abstract A path-connected subanalytic subset in $\mathbb{R}^{n}$ is naturally equipped with two metrics: the inner and the outer metrics. We say that a subset is Lipschitz normally embedded (LNE) if these two metrics are equivalent. In this article, we give some criteria for a subanalytic set to be LNE. It is a fundamental question to know if the LNE property is conical, that is, if it is possible to describe the LNE property of a germ of a subanalytic set in terms of the properties of its link. We answer this question by introducing a new notion called link Lipschitz normally embedding. We prove that this notion is equivalent to the LNE notion in the case of sets with connected links.