Correlated electronic materials are of interest due to strong coupling between lattice, spin and orbital degrees of freedom that give rise to emergent behaviour that is often of considerable utility for next-generation technologies. Vanadium dioxide is a prototypical material that undergoes a number of structural phase transitions near room temperature. Here are presented the results of coherent X-ray diffraction measurements on a single vanadium dioxide nanocrystal approximately 440 nm in size. Experimental findings are compared with ab-initio simulations to elucidate the origin of distortions that are observed in the diffraction pattern.