The amorphization process and the thermal properties of amorphous Ti$_{40}$Cu$_{40}$Ni$_{10}$Al$_{10}$ powder during milling by mechanical alloying were examined by X-ray diffractometry (XRD), differential scanning calorimetry (DSC), and transmission electron microscopy (TEM). The chemical composition of the samples was examined by an energy dispersive X-ray spectrometry (EDX) facility attached to the scanning electron microscope (SEM). The as-milled powders showed a broad peak (2$ heta$ = 42.4$^{circ}$) with crystalline size of about 5.0 nm in the XRD patterns. The entire milling process could be divided into three different stages: agglomeration (0 < t$_m$ $leq$ 3 h), disintegration (3 h < t$_m$ $leq$ 20 h), and homogenization (20 h < t$_m$ $leq$ 40 h) (t$_m$: milling time). In the DSC experiment, the peak temperature T$_p$ and crystallization temperature T$_x$ were 466.9$^{circ}C$ and 444.3$^{circ}C$, respectively, and the values of T$_p$, and T$_x$ increased with a heating rate (HR). The activation energies of crystallization for the as-milled powder was 291.5 kJ/mol for T$_p$.