In this paper, the formation of the electron energy distribution function (EEDF) in the argon dusty plasma of the positive column of glow discharge at low pressure is investigated. A model for calculating EEDF in the local approximation is adapted to find the nonlocal EEDF via the Holstein–Tsendin model. The results show that, contrary to the prevalent opinion in the literature, the presence of dust has little effect on the EEDF up to the limiting values of the density of dust particles that can be injected into the plasma for the considered conditions. It is also shown that, when obtaining the nonlocal EEDF, the spatial profiles of the axial (heating) and radial (ambipolar) fields should be chosen from a self-consistent solution. Additionally, the differences between the local and nonlocal EEDFs increase in the peripheral regions of the discharge due to a sharp decrease of fast electrons in the nonlocal case. Significant changes in the form of the nonlocal EEDF along the radius also lead to noticeable changes in other characteristics of the electrons in this area, especially for those with a large energy threshold (e.g. due to excitation, ionization).