Metallic glasses, now that many compositions can be made in bulk, are of interest for structural applications exploiting their yield stress and yield strain, which are exceptionally high for metallic materials. Their applicability is limited by their near-zero tensile ductility resulting from work-softening and shear localization. Even though metallic glasses can show extensive local plasticity, macroscopically they can effectively be brittle, and much current research is directed at improving their general plasticity. In conventional engineering materials as diverse as silicate glasses and metallic alloys, we can improve mechanical properties by the controlled introduction of compressive surface stresses. Here we demonstrate that we can controllably induce such residual stresses in a bulk metallic glass, and that they improve the mechanical performance, in particular the plasticity, but that the mechanisms underlying the improvements are distinct from those operating in conventional materials.