The structure–dynamics correlations in a nonlocal manner were investigated in CuZr metallic glass-forming liquids via classical molecular dynamics simulations. A spatial coarse-graining approach was employed to incorporate the nonlocal structural information of given structural order parameters in the structure–dynamics relationship. It is found that the correlation between structure order parameters and dynamics increases with increasing coarse-graining length and has a characteristic length scale. Moreover, the characteristic correlation length exhibits a non-monotonic temperature evolution as temperature approaches glass transition temperature, which is not sensitive to the considered structure order parameters. Our results unveil a striking change in the structure–dynamics correlation, which involves no fitting theoretical interpretation. These findings provide new insight into the structure–dynamics correlation in glass transition.