Abstract The mechanism of structural evolution and phase formation for in-situ bulk metallic glass composites (BMGCs) remains unclear and needs to be described via a comprehensive strategy. Herein, four chemical compositions (named as ZN10, ZN30, ZN50, and ZN70, respectively) were designed and used as base alloys for exploring the microstructures and mechanical properties from the thermodynamic and structural points of view. A pseudo-binary (ZrNb)-(CuNiAl) phase diagram was constructed to predict the relationship between structural evolutions and chemical compositions. Phase formation and composition distributions of bulk metallic glasses (BMGs) and in-situ BMGCs were carefully investigated using scanning electron microscopy (SEM) and transmission electron microscopy (TEM) equipped with an energy-dispersive spectrometer (EDS). Based on experimental results, the structural evolutions were analyzed and discussed in details, showing the evolution from the atomic-scale ordered clusters to micro-scale phase precipitation in the supercooled liquid. Furthermore, the compressive mechanical tests of as-cast samples were performed to unveil the correlation between microstructures and deformation behaviors of different alloys. It is believed that the proposed strategy and experimental results can deepen the understanding of the formation of BMGs and in-situ BMGCs associated with atomic-scale ordered structures, and provide new insights to design in-situ BMGCs from the structural perspective.