Glass transition temperature and plastic yield strength are known to be correlated in metallic glasses. We have observed by in situ synchrotron high energy X-ray diffraction anisotropy of the thermal expansion behavior in the nearest neighbor and second nearest neighbor atomic distances in the building blocks of Zr-Cu-Ni-Al based bulk metallic glass, leading inevitably to shear. Mechanical yielding of the latter on the atomic scale leads to the glass transition and the increase of the free volume. These experimental results uncover the mechanism, how glass transition and yield strength are linked. Thermal expansion in bulk metallic glass, as measured on an atomic scale by in situ high energy X-ray diffraction, occurs differently regarding the first and second nearest neighbors. This discrepancy leads inevitably to local stresses, which yield at the glass transition. The findings give an atomistic explanation for the correlation between mechanical yield strength and the glass transition temperature.