diff --git a/qlib/workflow/recorder.py b/qlib/workflow/recorder.py
index 73da5e19f..13c4bc7a0 100644
--- a/qlib/workflow/recorder.py
+++ b/qlib/workflow/recorder.py
@@ -11,6 +11,7 @@ from datetime import datetime
 from qlib.utils.exceptions import LoadObjectError
 from ..utils.objm import FileManager
 from ..log import get_module_logger
+from mlflow.store.artifact.azure_blob_artifact_repo import AzureBlobArtifactRepository
 
 logger = get_module_logger("workflow", logging.INFO)
 
@@ -335,7 +336,11 @@ class MLflowRecorder(Recorder):
             path = self.client.download_artifacts(self.id, name)
             with Path(path).open("rb") as f:
                 data = pickle.load(f)
-            os.remove(path)
+            ar = self.client._tracking_client._get_artifact_repo(self.id)
+            if isinstance(ar, AzureBlobArtifactRepository):
+                # for saving disk space
+                # For safety, only remove redundant file for specific ArtifactRepository
+                shutil.rmtree(Path(path).absolute().parent)
             return data
         except Exception as e:
             raise LoadObjectError(message=str(e))