Recently I posted an article in which I explained How to Root & UnRoot Xiaomi Mi4, if you haven't checked it yet then you can do it now here http://www.alexintutor.com/2016/01/how-to-root-and-unroot-xiaomi-mi-4.html.

Today I'm going to do something similar, today I'll be explaining How to Install custom recovery on your Xiaomi Mi4, in this tutorial I'll be teaching you how to flash Clockworkmod recovery on Mi4 so if you haven't rooted your device yet, go ahead and do that first before beginning this guide.
If you've already rooted your Xiaomi Mi 4 then you might want to Install custom recovery like Clockworkmod. Below is a tutorial guide which will teach you How to install CWM recovery or Clockworkmod recovery on your Xiaomi Mi 4.

Things You Need to Know:

Your Xiaomi Mi 4 must be Rooted, so if you haven't rooted your phone yet, check this tutorial How to Root Xiaomi Mi 4 without loosing warranty.
Make sure that you have at least 80% battery before proceeding. If the phone runs out of battery in between the process, it might get bricked, so make sure it has enough battery and continue.....http://www.alexintutor.com/2016/01/how-to-install-clockworkmod-cwm.html