The compressive deformation behaviors and microstructures of Cu45Zr48Al4Nb3 bulk metallic glass composites with diameters of 3, 2, and 1 mm were investigated systematically. It was found that the smallest sample showed the highest yield strength and compressive plasticity. The yield strength of the samples was found to depend on the fraction of their crystalline phases in the glassy matrix. The smaller samples showed larger free volumes, which is favorable for plastic deformation. The deformation behavior of the samples was found to depend on their size. The results obtained in this study will be helpful for investigating the mechanical behavior of metallic glass composites.