Uniaxial compression tests of slender metallic glass bars of composition Zr52.5Cu17.9Ni14.6Al10Ti5 (at.%) have been conducted. It was found that the Zr-based metallic glass bars have a tendency to buckle elastically or plastically rather than to yield or fracture if its slenderness ratio is over a critical value. The elastic buckling undermines the intrinsic strength of the metallic glass, but the plastic buckling imparts the metallic glass a benign failure mode and avoids the catastrophic brittle fracture. The phenomena are understood by the unique stress state across the bar. The result has implication for the measurement of mechanical properties of bulk metallic glasses and is of significance in the application of metallic glass members in engineering structures.