In this work, the macro-sliding, micro-scratch and nanoindentation behaviors of the Zr55Cu30Al10Ni5 bulk glassy alloy (BGA) were investigated. It was found that the frictional coefficient and wear rate of the BGA in the dry-sliding test increase with the increasing normal load, and the wear mechanism includes abrasive and oxidative wear. The micro-scratch test results show that the plastic deformation of the alloy and the density of shear bands at the edge of scratch scar increase with the increase in normal load. The friction mechanism between the indenter and the BGA shifts from stick-slip friction to ploughing friction and to micro-cutting as the applied normal load elevates. The nanoindentation result reveals that increasing the normal load leads to the plastic deformation accumulation, and the decreasing elastic modulus and hardness, which are related to the increase in the free volume and shear bands during the deformation process.