Thin film metallic glasses (TFMGs) have recently attracted attention with a potential to mitigate the shear bands-induced brittle-like mechanical behavior of the bulk counterparts, leading to superior mechanical properties among which a rupture strength close to the theoretical limit and large elastic deformation. Most of studies deal with FIB-milled micro-pillars deformed in compression, but on-going debate on length-scale effects on shear band formation still remains unsettled. Here, we present a thorough study of size effects occurring in Zr65Ni35 (% at.) TFMGs deposited on Si substrate by DC magnetron sputtering with thickness ranging from 900 nm down to 100 nm. The amorphous structure was confirmed by X-ray diffraction (XRD) and transmission electron microscopy (TEM). The elastic properties of Zr65Ni35 TFMGs were investigated by Brillouin spectroscopy and picosecond ultrasonics, while nano-indentation was used to extract hardness, pop-ins characteristics, and activation volume. Lastly, the thickness effect on the fracture behavior has been investigated by using an original cleavage method. Film elastic properties as well as the activation volume are found to be thickness independent, while hardness and the formation of pop-ins are affected by thickness even for very small indentation depths. Furthermore, the fracture surface shows significant changes for thicknesses below 500 nm wherein the corrugation pattern is no longer present. Finite element simulations of crack propagation in Zr65Ni35 TFMGs has been addressed to unravel the origin of the size effect. All the results suggest that no intrinsic size effects are present in TFMGs, while the thickness dependencies on hardness, pop-ins, and fracture surface are essentially extrinsic, namely arising from geometrical confinement effects.