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At temperatures well below the glass transition temperature, the failure of metallic glasses is generally induced by shear banding, which is a result of the self-organized shear transformation zones (STZs). Here, we demonstrate that, upon cooling down to liquid helium temperature (4.2 K), a Zr-based bulk metallic glass under quasi-static uniaxial tension can fracture via cavitation, rather than by shear banding, showing a transition from shear- to dilatation-dominated failure. This transition is supported by the breakdown of low-temperature strengthening of materials, as well as the changes in the macroscopic failure mode from shear to tension and in the microscopic fracture morphology from vein patterns to fine dimples or nanoscale periodic corrugations. According to the Mohr–Coulomb criterion, it is revealed that the capability of this glass to dilatation is enhanced with decreasing temperature, indicating the temperature-dependent normal stress sensitivity of failure. Our result implies that the shear-dominated STZs will convert into dilatation-dominated operations at very low temperatures.