Wf/Zr41.2Ti13.8Cu12.5Ni10Be22.5 bulk metallic glass composites were successfully prepared by a new inverted melt infiltrating method. The processing parameters were optimized by adjusting infiltrating temperature, infiltrating time and tungsten fibers’ volume fraction. The diameter of the tungsten fiber was found to have remarkable influence on compressive properties and fracture mode of the composites. The Wf/Zr41.2Ti13.8Cu12.5Ni10Be22.5 bulk metallic glass composites reinforced with 50% volume fraction tungsten fiber (200 μm in diameter) exhibited the highest compressive strength and plastic strain up to 2146 MPa and 21.4%, respectively. Besides, the shear bands are found to get closer as the diameter of the tungsten fibers decreases.