Hierarchical surface structures on metallic glass (MG) are useful for enhancing the material’s functions. In this paper, surface patterning of Zr-based MG was realized by nanosecond pulsed laser irradiation in nitrogen gas. Experimental results showed that three kinds of surface structures, namely, micro grooves, cross-shaped protrusions, and nanoparticles, were generated on the MG surface under specific laser scanning speeds and various laser power intensities and pulse overlap rates. In particular, the formation of cross-shaped protrusions has never been reported in the literature before. The formation mechanism for each kind of surface structure was investigated. In a nitrogen gas environment, cracks are easily generated and the cracked regions have higher laser absorption and localized thermal resistivity than those of the bulk material. Accordingly, the cross-shaped protrusions were ascribed to the selective thermoplastic extrusion of MG material out of the cracks and the laser pulse tracks formed by the preceding laser scans. It was found that the hierarchical surface structures significantly improved the surface hydrophobicity.