The study of gradient nanoglasses (GNGs) has gained attention due to their unique mechanical properties and potential applications in advanced materials. This study employs molecular dynamics simulations to synthesize a GNG using Cu-Zr metallic glass nanoparticles (NPs) sized from 3 to 15 nm. The NPs were produced by melting and quenching metallic clusters at a relatively slow quench rate of 109 K/s. The synthesis of GNG is elucidated along with the characterization of its heterogeneous metallic glass nanostructure. A seamless GNG structure is formed through cold compression of Cu64Zr36 amorphous NPs of varying sizes. The influence of NP size on the GNG structure is investigated, utilizing deeply relaxed NPs, which exhibit a characteristic Cu segregation pattern on their surfaces. The results highlight an increase in structural heterogeneity due to heterogeneous mass transport and the development of local composition and density variations caused by Cu segregation at glass-glass interfaces (GGIs). A reduction in NP size is correlated with decreased Cu atomic displacements and local density at GGIs, suggesting that larger NPs may produce stronger GGIs. This research presents a novel methodology for synthesizing heterogeneous metallic glasses, demonstrating the capacity to control and customize nanostructure heterogeneity through the manipulation of NP sizes and cooling rates. These findings enhance our understanding of structural evolution during nanoglass synthesis and lay the foundation for further exploration in nanomaterial synthesis and characterization.