The thermal behavior of the structure of Pd40Cu30Ni10P20 bulk metallic glass has been investigated in situ through the glass transition by means of high-temperature x-ray synchrotron diffraction. The dependence of the x-ray structure factor S(q) of the Pd40Cu30Ni10P20 glass on temperature follows the Debye theory up to the glass transition with a Debye temperature theta=296 K. Above the glass transition temperature T-g, the temperature dependence of S(q) is altered, pointing to a continuous development of structural changes in the liquid with temperature. The atomic pair correlation functions g(r) indicate changes in short-range-order parameters of the first and the second neighborhood with temperature. The temperature dependence of structural parameters is different in glass and in supercooled liquid, with a continuous behavior through the glass transition. The nearest-neighbor distance decreases with temperature, changing the slope at T-g. The interatomic distances of higher coordination shells expand analogously to the macroscopic linear thermal expansion.