Because of crystal symmetry, body centred cubic (BCC) metals have large differences in lattice friction between screw and edge dislocations, and manifest generally different mechanical behaviours from face centred cubic (FCC) metals. Although mechanical annealing (significant drop in stored dislocation density in response to applied stress) has been observed in FCC metals, it has not been observed in BCC metals so far. Here we show that significant mechanical annealing does occur in BCC Mo pillars, when their diameters decrease to hundreds of nanometers. In addition, there exists a critical diameter for focused ion beam milled pillars, below which the strengthening exponent increases dramatically, from ~0.3 to ~1. Thus, a new regime of size effects in BCC metals is discovered that converges to that of FCC metals, revealing deep connection in the dislocation dynamics of the two systems.