Fast development of metallic glass films with high toughness has been a long-sought goal of humankind in view of their superior properties and great potential for application in the field of soft electronics. However, until now, there has been no effective experimental strategy because of the lack of suitable and precise toughness measurement technology. In the present work, we introduced a feasible route for developing tough metallic glass films using combinatorial material library preparation and high-throughput toughness measurement via nanoindentation. Based on this route, tough metallic glass films for the quaternary Zr-Ti-Cu-Al system were successfully screened out. The corresponding electron work function map was detected to uncover the physical mechanism for the composition dependence of toughness. In addition, the preliminary assessments of the screened tough metallic glass films as strain-sensing materials were also conducted. Our current research not only provides a versatile toolbox for high-throughput development of tough metallic glass films, but also exemplifies their potential as strain-sensing materials.