The control of atomic-scale structure of metallic glasses (MGs) to improve their physical, chemical, and mechanical properties is an essential issue. Over past decades, large efforts have been devoted into the development of effective MG control approaches, such as the cryogenic treatment (CT) technique. This research reviewed the effects of cryogenic treatment on the properties and their dependence on the initial structural energy state of MGs. Then, it focused on the atomic-scale structure evolution in MGs during CT, which is of fundamental importance to understand CT effects.