The macro-sliding and micro-scratching behaviors of a Mg65Zn30Ca5 bulk glassy alloy (BGA) were studied in the present work. The dry sliding results show that the wear mechanism of the Mg-based BGA includes the abrasion and oxidation wear. Increasing the normal load does not change the wear mechanism of macro-sliding. The cross-sectional morphology of the subsurface under the worn scar shows obvious brittle cracks across shear bands. The micro-scratching results illustrates that as the normal load increases, plastic deformation occurs and accumulates, then micro-cracks form and propagate, and cracks generate and expand in the scratch when the load excesses 5 N. The cross-sectional morphology below the scratch scar after 1 min repeating scratching shows river pattern fracture surface with nanoscale swirling periodic corrugations, which indicates the brittle fracture characteristic of the Mg-based BGA.