Micro- and nanoscale metallic glasses offer exciting opportunities for both fundamental research and applications in healthcare, micro-engineering, optics and electronics. The scientific and technological challenges associated with the fabrication and utilization of nanoscale metallic glasses, however, remain unresolved. Here, we present a simple and scalable approach for the fabrication of metallic glass fibres with nanoscale architectures based on their thermal co-drawing within a polymer matrix with matched rheological properties. Our method yields well-ordered and uniform metallic glasses with controllable feature sizes down to a few tens of nanometres, and aspect ratios greater than 1010. We combine fluid dynamics and advanced in situ transmission electron microscopy analysis to elucidate the interplay between fluid instability and crystallization kinetics that determines the achievable feature sizes. Our approach yields complex fibre architectures that, combined with other functional materials, enable new advanced all-in-fibre devices. We demonstrate in particular an implantable metallic glass-based fibre probe tested in vivo for a stable brain-machine interface that paves the way towards innovative high-performance and multifunctional neuro-probes.