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An atomistic understanding of annealing embrittlement is a longstanding issue for metallic glasses, which is still lacking due to the insurmountable gap between the thermal history of atomic models and laboratory-made samples. Here, based on a thermal-cycling annealing method that can vary the effective quenching rate over ten orders of magnitude, we perform an atomistic study of the ductile-brittle transition in a ternary model metallic glass, which can be keyed to the annealing embrittlement in bulk metallic glasses. We reveal that thermal annealing can effectively obliterate thermally active-able "defects", which are abundant in the hyper-quenched and ductile glass but gives rise to strain-created shear events in the well-annealed and brittle glass. While the activation of the strain-created events eventually causes single shear banding, other local structural disruptions can be "healed" by the same type of events upon stress reversal, thereby hindering shear band broadening or multiplication, and resulting in annealing embrittlement.