Amorphous alloys or metallic glasses (MGs) thin films have attracted extensive attention in various fields due to their unique functional properties. Here, we use in situ heating transmission electron microscopy (TEM) to investigate the thermal stability and crystallization behavior of Pd-Au-Si thin films prepared by a pulsed laser deposition (PLD) method. Upon heating treatment inside a TEM, we trace the structural changes in the Pd-Au-Si thin films through directly recording high-resolution images and diffraction patterns at different temperatures. TEM observations reveal that the Pd-Au-Si thin films started to nucleate with small crystalline embryos uniformly distributed in the glassy matrix upon approaching the glass transition temperature Tg=625K, and subsequently, the growth of crystalline nuclei into sub-10 nm Pd-Si nanocrystals commenced. Upon further increasing the temperature to 673K, the thin films transformed to micro-sized patches of stacking-faulty lamellae that further crystallized into Pd9Si2 and Pd3Si intermetallic compounds. Interestingly, with prolonged thermal heating at elevated temperatures, the Pd9Si2 transformed to Pd3Si. Simultaneously, the solute Au atoms initially dissolved in glassy alloys and eventually precipitated out of the Pd9Si2 and Pd3Si intermetallics, forming nearly spherical Au nanocrystals. Our TEM results reveal the unique thermal stability and crystallization processes of the PLD-prepared Pd-Au-Si thin films as well as demonstrate a possibility of producing a large quantity of pure nanocrystals out of amorphous solids for various applications.