Currently the main difficulties in the coalfield seismic exploration are the image generation on the deep and complex geological structure. With the development of Reverse Time Migration (RTM), it is one of the urgent problem how to improve its efficiency at the same accuracy. From the point of view of imaging regional grid discretization, in the premise of ensuring the accuracy of migration imaging, to overcome the problem of over-sampling for high speed layer and under-sampling for low speed layer, this study puts forward the concept of multi-scale grid for RTM. The algorithm has a good flexibility which can image the geological model in the way of sparse and dense. Firstly, the multi-scale grid model is developed according to the velocity model, the small scale grid for the low speed area and large scale grid for high speed area are used. Secondly, the wave field value of each point is calculated based on the high order FDTD, especially the points in transition zone. Finally, the underground media is imaged based on the imaging condition. The experimental results show that under the condition of guaranteeing the accuracy of the same simulation order, the multi-scale RTM computational efficiency can be promoted by 25.05% average compared with the traditional method.