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For hyperspectral remote sensing image (HSI) classification, the learning process of deep neural networks has been progressively advanced in depth, but the fine features are often largely lost or even disappear in the process of depth transfer. With the increase in feature aggregation and connectivity, the complexity of the network and the training parameters increases greatly, requiring more training time. This paper proposed a multi-scale dense network (MSDN) for HSI classification that made full use of different scale information in the network structure and combined scale information throughout the network. It implemented feature extraction of HSIs in two dimensions, including the features at fine and coarse levels. In the horizontal direction, it considered the deep extraction of HSI features, and the 3-D dense connection structure was used for aggregating features at different levels. In the vertical direction, scale information was considered, and three-scale feature maps at low, middle, and high levels were generated based on the first layer of the network. The MSDN used stride convolution for downsampling and combined feature information at different scale levels. The MSDN extracted features along the diagonal line. The network implemented the reconstruction of deep feature extraction and multi-scale fusion for HSI classification. The MSDN model performed well on representative HSI datasets, namely, the Indian Pines, Pavia University, Salinas, Botswana, and Kennedy Space Center datasets. It improved the training speed and accuracy for HSI classification and especially improved the convergence speed, which effectively saved computing resources and had high stability. [ABSTRACT FROM AUTHOR]