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• The shear band evolution in amorphous alloy during rolling was observed in situ. • The shear band formation pattern during rolling in amorphous alloy shows heritability. • The pre-existing shear band orientation on mechanical behavior was observed in situ. • The cold-rolled amorphous alloy shows excellent tensile strength and plasticity. Cold rolling process can regulate the microstructure and mechanical properties of amorphous alloys, but it is still a challenging task to reveal their microscopic mechanism. Here, we designed an in-situ SEM observation device for the cold rolling process of amorphous alloy, and visually observed the formation and evolution of shear bands during single-pass and multi-pass rolling process of the Zr 55 Cu 30 Al 10 Ni 5 amorphous alloy sheets. It is found that the evolution process of shear bands in the rolling process of amorphous alloy shows heritability, which is mainly reflected in two aspects: one is that the shear band formation pattern in the single-pass rolling process is more inclined to inherit the previous shear band formation pattern; the other is that the shear deformation is more likely to occur in the pre-existing shear bands in the multi-pass rolling process. This rule can be used to guide the controlled generation of shear bands in amorphous alloys. Moreover, we emphasized the importance of pre-existing shear band orientations and systematically investigated the mechanical behavior of the amorphous alloys with pre-existing shear bands by in-situ SEM observation. It is found that the mechanical properties of the as-rolled amorphous alloys are determined by the competition between the work-softening of the pre-existing shear band itself and the work-hardening caused by the blocking effect of the pre-existing shear bands on the shear deformation. Based on this, we enhance the tensile fracture strength and the tensile ductility of the amorphous alloy by adjusting the orientation of the pre-existing shear bands parallel to the tensile stress axis so that the pre-existing shear bands prevent the linear propagation and destruction of the new shear bands. [ABSTRACT FROM AUTHOR]