Both structure relaxation and oxidation of surface layer induced by thermal treatment or friction heat play significant roles in reducing wear of metallic glasses (MGs). To distinguish the effects of structure relaxation and surface oxidation, we prepared Zr-based MGs at different states, i.e., as-cast MG; the annealed MGs under argon atmosphere (referred to as structure-relaxed MG) and oxygen atmosphere (referred to as oxidized MG). Nano-wear tests were carried out by atomic force microscope (AFM) to quantitatively clarify these two effects on the wear performance. Compared with the as-cast MG, the structure-relaxed MG shows an increased adhesive but slightly decreased ploughing friction. While, the oxidized MG shows the best anti-wear performance with dramatic reductions in both adhesive and ploughing friction. Classic molecular dynamics (MD) and ab initio MD simulations revealed that the introduction of O hinders the MG atoms from forming interfacial bonds with diamond, and reduces significantly the adhesion between the diamond tip and passivated MG. In addition, the synergistic effect of high hardness and elastic recovery associated with oxidization reduces ploughing friction and enhances wear resistance. This finding clarifies the importance of surface chemistry over structure modification during wear, and offers a generic pathway for tailoring ultra-wear resistant MGs.