Zirconium based bulk metallic glasses are industrially valuable materials which commercial market grows rapidly. Surface modification of these metallic glasses by high-intensity lasers is relatively new and costly treatment promising great advantages over classical surface processing methods. In this work we perform the case study of surface modification of Zr$_{46}$Cu$_{36.8}$Ag$_{9.2}$Al$_8$ metallic glass by high-intensity millisecond laser beam. Our results suggest chemical deposition of atmospheric oxygen and nitrogen in the laser-melted surface area and its surroundings. Zirconium nitride layer was detected in the middle of laser-irradiated area. Nanocrystals embedded in the amorphous matrix were also formed on the surface. Overall, our findings suggest possibilities for improvement of mechanical characteristics of the studied metallic glass.