The Zr₆₂Cu₂₂Al₁₀Fe₅Dy₁ bulk metallic glass was subjected to high pressure torsion (HPT) processing at temperatures of 20 and 150°C. Structural studies were carried out by TEM on the lamella-sample prepared from the HPT-specimens in transversal direction to the specimen plane. TEM studies revealed formation of multiple shear bands with spacings in a 20-50 nm range for both HPT states. Shear bands could be divided in two types: primary and secondary bands. The morphology of shear bands strongly depends on the processing temperature. Shear bands are distributed homogeneously throughout the whole lamella-sample for state processed by HPT at temperature of 20°C. Regions with shear bands are divided by amorphous regions on lamella-sample cut from the sample processed by HPT at temperature of 150°C. Analysis of optical microscopy and SEM data showed that shear bands are distributed throughout the whole volume of HPT-specimens.