Metallic glass (MG) usually exhibits poor fatigue property, limiting its application as structural materials. Although fatigue failure happens at stress level much lower than the yield strength of MGs, shear band has been found to be one of main origins of fatigue crack initiation under high stress level. In this work, to enhance the fatigue property of MG, we proposed and verified a new strategy through tailoring the microstructure to suppress the shear band formation and then to impede the fatigue crack initiation, in contrast to the previous way of proliferating shear bands. Heat treatment, which is controllable, nondestructive and easy to conduct in practice, was utilized to adjust the MG microstructure. In order to make shear band difficult to initiate, annealing before glass transition temperature was performed. To determine better microstructure of MG with enhanced fatigue property, we employed the results of simple mechanical tests including uniaxial tension, compression and notch tension as feedbacks. The treated MG materials with improved elastic limit but only slightly decreased notch toughness than the as-cast samples were expected to show enhanced fatigue property, which has been examined by subsequent experiments. The enhanced elastic limit implies the improved resistances for shear band formation and thus fatigue crack initiation, while the still high notch toughness guarantees the large tolerance for fatigue failure. The present strategy provides a promising way for enhancing the fatigue endurance property of MGs without the requirement of intrinsically large plasticity, which may thus be beneficial for the structural application of most MGs with high glass forming ability.