The structural evolution of a Zr64.13Cu15.75Ni10.12Al10 metallic glass is investigated in-situ by high-energy synchrotron X-ray radiation upon heating up to crystallization. The structural rearrangements on the atomic scale during the heating process are analysed as a function of temperature, focusing on shift of the peaks of the structure factor in reciprocal space and the pair distribution function and radial distribution function in real space which are correlated with atomic rearrangements and progressing nanocrystallization. Thermal expansion and contraction of the coordination shells is measured and correlated with the bulk coefficient of thermal expansion. The characteristics of the microstructure and the yield strength of the metallic glass at high temperature are discussed aiming to elucidate the correlation between the atomic arrangement and the mechanical properties.