Occurrence of spacetime singularities is one of the peculiar features of Einstein gravity, signalling limitation on probing short distances in spacetime. This alludes to the existence of a fundamental length scale in nature. On contrary, Heisenberg quantum uncertainty relation seems to allow for probing arbitrarily small length scales. To reconcile these two conflicting ideas in line with a well known framework of quantum gravity, several modifications of Heisenberg algebra have been proposed. However, it has been extensively argued that such a minimum length would introduce nonlocality in theories of quantum gravity. In this Letter, we analyze a previously proposed deformation of the Heisenberg algebra (i.e. $p rightarrow p (1 + lambda p^{-1})$) for a particle confined in a box subjected to a gravitational field. For the problem in hand, such deformation seems to yield an energy-dependent behavior of spacetime in a way consistent with gravitys rainbow, hence demonstrating a connection between non-locality and gravitys rainbow.