In order to study Wf/Zr-based metallic glass composites containing four kinds of tungsten fiber with different diameters, penetration experiments are taken to perforate homogeneous armor steel at velocity 1270m/s to 1600m/s. The results demonstrate that the both of the diameter of the tungsten fiber and the velocity are critical parameters for penetration ability. Firstly, the diameter of Wf/Zr-based metallic glass composites is more than 10% smaller than tungsten, which illustrates that the Wf/Zr-based metallic glass composite keeps self-sharping during the penetration process. Next, the failure mechanism of Wf/Zr-based metallic glass composite changes form adiabatic shear failure to the tungsten fiber buckling and back-flow due of the velocity increase. The diameter of tungsten fiber is smaller, the more stable the penetration process would be, because the stability of penetration is affected by the diameter of the tungsten fiber.