Periodic arrays of micrometer-sized ferromagnetic structures with perpendicular magnetic anisotropy are prepared by nanoindentation at the surface of a Fe(67.7)B(20)Cr(12)Nb(0.3) glassy ribbon initially showing in-plane magnetic anisotropy. The indented regions exhibit enhanced coercivity and saturation magnetization with respect to the surrounding nondeformed matrix. These effects are due to a mechanically driven selective nanocrystallization of the metallic glass, induced by nanoindentation, even without the need for thermal annealing. In addition, while the amorphous matrix becomes paramagnetic above 325 K, the crystallized regions (consisting of alpha-Fe) remain ferromagnetic upon heating to high temperatures. The local change in the magnetic anisotropy direction is ascribed to a certain degree of crystallographic texture, together with the inverse magnetostriction effect caused by the compressive indentation stresses.