The liquid-liquid phase separation has been used recently to design two-glassy-phase alloys with desirable mechanical, magnetic and thermal properties. The occurrence of the liquid-liquid phase separation in the Zr-Ce binary immiscible alloys can lead to the formation of two coexistent crystalline Zr-rich and Ce-rich phases after complete solidification. In this work, a new quaternary complex alloy system (Zr_aCe_b)_(1-x)(Co_cCu_d)_x was designed on the basis of the addition of metastable Co-Cu immiscible alloys in the stable Zr-Ce immiscible alloys. Distribution ratio of Co and Cu in two coexistent liquids was calculated. The mechanisms of phase formation and microstructure evolution were investigated using OM, SEM, EDS, XRD and DTA. The results show that a single-phase homogeneous melt of (Zr_aCe_b)_(1-x)(Co_cCu_d)_x alloys takes place the liquid-liquid phase separation during cooling through the miscibility gap. The metal elements Co and Cu are mainly concentrated in the Zr-rich and Ce-rich liquids, respectively, which results in the formation of the two coexistent Zr-Co-rich and Ce-Cu-rich liquids. It was found that the coexistent Zr-Co-rich and Ce-Cu-rich liquids undergo liquid-to-glass transition and thus form dual glassy phases under the rapid quenching, respectively. The effects of the atomic ratio of Co and Cu, the addition amount and the cooling rate on the formation of the glassy phases have been discussed in detail by combining the experimental investigation with the thermodynamic analysis. A strategy for synthesizing liquid-phase-separated metallic glasses on the basis of suitably designed immiscible alloys has been proposed. Two-glassy-phase alloys can be obtained by rapidly quenching alloy melt in which the atomic ratio of Co and Cu and the addition amount are 4∶1 and 38.5%, respectively.