The dynamic mechanical properties of metallic glasses (MGs) are crucial to capturing the deformation signatures as well as for structural and functional applications. In this work, we investigate the influence of nanoscale structural heterogeneity of MGs on dynamic plasticity, focusing on the variation in strain rate sensitivity and the transition of deformation mechanisms, using a combined experimental and simulation approach. The Cu50Zr50 thin-film MGs with different nanoscale heterogeneities are synthesized using magnetron sputtering and further characterized using dynamic force microscopy and nanoindentation. All the films exhibit a strain rate hardening effect, but a transition in strain rate sensitivity as the indentation rate increases has been found in the MG with a higher heterogeneity. To understand the underlying mechanisms, mesoscale shear transformation zone dynamics simulations are performed on model Cu50Zr50 MGs. The simulation results are able to capture the experimental trend. Notably, the transition in strain rate sensitivity for a heterogenous MG stems from a change in deformation mechanisms: from structure-dictated strain localization at a lower strain rate to stress-dictated strain percolation into a shear band at a higher strain rate. The observed strain rate sensitivity and the corresponding mechanisms are summarized in a deformation mechanism map where nanoscale structural heterogeneity and strain rate are varied. We envision our study not only providing insights into the structure and property relationship of MGs on the nanoscale but also will facilitate the design of heterogeneous MGs for dynamic applications.