Metallic glasses (MGs) are often perceived as quintessential structural materials due to their superior mechanical properties such as high strength and large elastic limit. In practical applications, service conditions that introduce cyclic variations in stresses and strains are inevitably involved. The fatigue of MGs is thus a topic of research and practical interest. In this review, a brief introduction on MGs, their applications and challenges, is first provided. Next, experimental studies on fatigue behaviors of both macroscopic and nanoscale MGs are summarized. The range of topics covered include the stress-life behavior, fatigue-crack growth behavior, fatigue-fracture morphology, fatigue-failure mechanisms, as well as the effects of chemical composition, cycling frequency, loading condition, and sample size on the fatigue limits. Finally, recent progresses in simulation studies on the fatigue of MGs are discussed, with an emphasis placed on the atomic-level understanding of the fatigue mechanisms.