Understanding mechanical relaxation, such as primary (α) and secondary (β) relaxation, is key to unravel the intertwined relation between the atomic dynamics and non-equilibrium thermodynamics in metallic glasses. At a fundamental level, relaxation, plastic deformation, glass transition, and crystallization of metallic glasses are intimately linked to each other, which can be related to atomic packing, inter-atomic diffusion, and cooperative atom movement. Conceptually, β relaxation is usually associated with structural heterogeneities intrinsic to metallic glasses. However, the details of such structural heterogeneities, being masked by the meta-stable disordered long-range structure, are yet to be understood. In this paper, we briefly review the recent experimental and simulation results that were attempted to elucidate structural heterogeneities in metallic glasses within the framework of β relaxation. In particular, we will discuss the correlation among β relaxation, structural heterogeneity, and mechanical properties of metallic glasses.