Cu50Zr45Al5 bulk metallic glass (BMG) presents high fracture strength. For improving its plasticity and controlling its mechanical properties, superficial dealloying of the BMG was performed. A composite structure containing an inner rod-shaped Cu-Zr-Al amorphous core with high strength and an outer dealloyed nanoporous layer with high energy absorption capacity was obtained. The microstructures and mechanical properties of the composites were studied in detail. It was found, for the first time, that the mechanical properties of Cu50Zr45Al5 BMG can be controlled by adjusting the width of the buffer deformation zone in the dealloyed layer, which can be easily manipulated with different dealloying times. As a result, the compressive strength, compressive strain, and energy absorption capacity of the BMGs can be effectively modulated from 0.9 to 1.5 GPa, from 2.9% to 4.7%, and from 29.1 to 40.2 MJ/m3, respectively. The paper may open a door for developing important engineering materials with regulable and comprehensive performances.