Context. The formation and evolution of the Galactic bulge and the Milky Way is still a debated subject. Observations of the X-shaped bulge, cylindrical stellar motions, and the presumed existence of a fraction of young stars in the bulge have suggested that it formed through secular evolution of the disk and not through gas dissipation and/or mergers, as thought previously. Aims. Our goal was to measure the abundances of six iron-peak elements (Sc, V, Cr, Mn, Co, and Ni) in the local thin and thick disks and in the bulge. These abundances can provide additional observational constraints for Galaxy formation and chemical evolution models, and help us to understand whether the bulge has emerged from the thick disk or not. Methods. We use high-resolution optical spectra of 291 K giants in the local disk mostly obtained by the FIES at NOT (signal-to-noise ratio (S/N) of 80–100) and 45 K giants in the bulge obtained by the UVES/FLAMES at VLT (S/N of 10–80). The abundances are measured using Spectroscopy Made Easy (SME). Additionally, we apply non-local thermodynamic equilibrium corrections to the ratios [Mn/Fe] and [Co/Fe]. The thin and thick disks were separated according to their metallicity, [Ti/Fe], as well as proper motions and the radial velocities from Gaia DR2. Results. The trend of [V/Fe] vs. [Fe/H] shows a separation between the disk components, being more enhanced in the thick disk. Similarly, the [Co/Fe] vs. [Fe/H] trend shows a hint of an enhancement in the local thick disk. The trends of V and Co in the bulge appear to be even more enhanced, although within the uncertainties. The decreasing value of [Sc/Fe] with increasing metallicity is observed in all the components, while our [Mn/Fe] value steadily increases with increasing metallicity in the local disk and the bulge instead. For Cr and Ni we find a flat trend following iron for the whole metallicity range in the disk and the bulge. The ratio of [Ni/Fe] appears slightly overabundant in the thick disk and the bulge compared to the thin disk, although the difference is minor. Conclusions. The somewhat enhanced ratios of [V/Fe] and [Co/Fe] observed in the bulge suggest that the local thick disk and the bulge might have experienced different chemical enrichment and evolutionary paths. However, we are unable to predict the exact evolutionary path of the bulge solely based on these observations. Galactic chemical evolution models could, on the other hand, allow us to predict them using these results.