With joint learning of sampling and recovery, the deep learning-based compressive sensing (DCS) has shown significant improvement in performance and running time reduction. Its reconstructed image, however, losses highfrequency content especially at low subrates. This happens similarly in the multi-scale sampling scheme which also samples more low-frequency components. In this paper, we propose a multi-scale DCS convolutional neural network (MS-DCSNet) in which we convert image signal using multiple scale-based wavelet transform, then capture it through convolution block by block across scales. The initial reconstructed image is directly recovered from multi-scale measurements. Multi-scale wavelet convolution is utilized to enhance the final reconstruction quality. The network is able to learn both multi-scale sampling and multi-scale reconstruction, thus results in better reconstruction quality.