As emerging advanced materials, metallic glasses demonstrate impressive high strength (approaching the theoretical strength of the material), fracture toughness, corrosion resistance, and thermoplastic-forming ability because of the absence of long-range atomic periodicity, making them potentially replace commercial materials for micro-electromechanical system applications. Although they possess high hardness, their structural instability upon wearing can cause structural relaxation or crystallization, leading to poor tribological behaviors. Inheriting the advantages of conventional metallic glasses and high-entropy alloys, high-entropy metallic glasses have recently attracted considerable attention. Compared with conventional metallic glasses, one prominent characteristic of high-entropy metallic glasses is higher structural thermostability, i.e., reduced devitrification behavior upon heating, which directly affects its respondent behavior in the thermal-stress coupling field. However, the effect of the structural characteristics of high-entropy metallic glasses on wear resistance, which determines the service life of moving parts under actual working conditions, remains unknown. In this study, the nanoscratch behavior of the TiZrHfCuBe high-entropy metallic glass at different scratching and loading rates was investigated based on nanoindentation and nanoscratch technologies. Moreover, the relationship between the special structural characteristics due to high mixing entropy and the nanotribological properties of the TiZrHfCuBe high-entropy metallic glass was studied. The results show that the microstructure of the TiZrHfCuBe high-entropy metallic glass is uniformly composed of a stiff matrix with sparse defects (i.e., free volumes), and the nanohardness in different regions is close to 90% of the theoretical value. In the nanoscratch experiment, the scratching depth of the TiZrHfCuBe high-entropy metallic glass remained unchanged with increasing scratching rate, but the residual scratching depth gradually decreased. This is attributed to the fact that the increase in the scratch rate retards the activation of the shear transition zone and the subsequent nucleation and expansion of shear bands in the microstructure. This eventually reduces the plowing coefficient and residual scratching depth during the scratch process. However, in the nanoscratch experiment under variable force loading, the hysteresis effect of the shear transition zone activation and the subsequent shear deformation could be relieved by increasing the loading force, thereby increasing the plastic plowing coefficient and scratch depth.