Metallic glasses with nanostructures recently have attracted extensive attention in various fields due to their unique functional properties. The amorphous atomic structure and nanoscale forms are the fundamental features of these nanomaterials. Herein, the current nanoengineering approaches for fabricating the metallic glasses with nanostructures such as thermoplastic forming, ultrasonic plasticity forming, dealloying, etc., are systematically summarized and the morphology and composition of the various types of metallic glasses with nanostructures that are formed by nanoengineering are classified. In addition, the functional properties and applications of metallic glasses with nanostructures are focused on. On the basis of this comprehensive review, some options for optimizing nanoengineering and anticipating the potential functional applications of metallic glasses with nanostructures are proposed.