The parameter retrieval is a procedure in which effective material properties are assigned to a given metamaterial. A widely used technique bases on the inversion of reflection and transmission from a metamaterial slab. Thus far, local constitutive relations have been frequently considered in this retrieval procedure to describe the metamaterial at the effective level. This, however, is insufficient. The retrieved local material properties frequently fail to predict reliably the optical response from the slab in situations that deviate from those that have been considered in the retrieval, e.g. when illuminating the slab at a different incidence angle. To significantly improve the situation, we describe here a parameter retrieval, also based on the inversion of reflection and transmission from a slab, that describes the metamaterial at the effective level with nonlocal constitutive relations. We retrieve the effective material parameters at the example of a basic metamaterial, namely dielectric spheres on a cubic lattice but also on a more advanced, anisotropic metamaterial of current interest, i.e., the fishnet metamaterial. We demonstrate that the nonlocal constitutive relation can describe the optical response much better than local constitutive relation would do. Our approach is widely applicable to a large class of metamaterials. PACS numbers: 41.20. Jb,78.20.Bh,78.20.Ci,78.67.Pt c is the free space wavenumber and ω and c are the frequency of the considered time-harmonic field and the speed of light in vacuum, respectively. We refer to the description of a metamaterial with these two parameters only, as the Weak Spatial Dispersion (WSD) or local approximation. It is a local constitutive relation since the electric displacement D(r, k 0 ) and the magnetic induction B(r, k 0 ) depend only locally on the electric field E(r, k 0 ) and the magnetic field H(r, k 0 ), respectively.However, metamaterials are usually made from building blocks, also called meta-atoms, that have a size in the order of several tens or even hundreds of nanometers, while being designed to operate at optical or nearinfrared wavelengths. This is in stark contrast to natural materials that have critical dimensions of merely a fraction of one nanometer. The disparate length scales between critical feature size and operational wavelength for natural materials justifies their treatment with local constitutive relations. Indeed, it is quite a challenge to trace signatures of a nonlocal character with natural materials 12,13 . The assumption of a local medium, however, ceases to be applicable for optical metamaterials when their critical length scale is no longer much smaller than the wavelength but only smaller. Then, nonlocal effects can no longer be neglected.But how can we judge, which effective description is appropriate? Well, first of all and with the purpose to treat the material as effectively homogeneous, we require it to be sub-wavelength under all circumstances. A fre-arXiv:1808.00748v3 [physics.optics]