This work reports the use of a new high-temperature scanning indentation (HTSI) technique to monitor the physical changes occurring in thin-film metallic glasses (TFMGs) in situ during heat treatment at the local scale. Using this technique, based on high-speed nanoindentation performed during thermal cycles, the entire mechanical evolution with temperature of a binary model ZrCu TFMG was characterized in only a few hours. This approach enabled clear identification of the physical evolutions of the amorphous coatings in only one indentation experiment, highlighting in particular the metallic glass-to-supercooled liquid transition and crystallization process. In addition, the brittle-to-ductile transition was precisely characterized, with remarkable agreement with the literature. Moreover, the mechanical response of the ZrCu thin film was assessed in situ throughout the entire supercooled liquid stage, providing key kinetic information. Nanohardness measurements also enabled the crystallization fraction to be computed over time during the crystallization process. In addition, differential scanning calorimetry and high-temperature X-ray diffraction were performed for comparison purposes, with excellent agreement with the HTSI results. Through this model out-of-equilibrium thin-film study, both the efficiency and robustness of HTSI were demonstrated, providing a better understanding of the thermally activated mechanisms of small-scale systems.