DeTurck and Yang have shown that in the neighbourhood of every point of a 3-dimensional Riemannian manifold, there exists a system of orthogonal coordinates (that is, whith respect to which the metric has diagonal form). We show that this property does not generalize to higher dimensions. In particular, the complex projective spaces CP m and the quaternionic projective spaces HP q , endowed with their canonical metrics, do not have local systems of orthogonal coordinates for m, q ≥ 2.