Abstract: In seismic exploration, the scale effect can lead to significant differences in the variation laws of elastic parameters with physical property parameters. It is an important influencing factor in seismic quantitative interpretation of multi-scale geophysical data, which is based on the interpretation of the rock’s elastic parameters. As an important unconventional natural gas resource, tight sandstone gas reservoirs are characterized by low porosity, low permeability, poor connectivity, and strong heterogeneity. Therefore, the scale effect cannot be ignored. To investigate the impact of the scale effect in the tight sandstone reservoir, petrophysical data at ultrasonic and seismic scales were obtained using the pulse transmission method and the low-frequency stress-strain method, and the microscopic pore structure of the rock was obtained using Micro-CT. The research shows that the micro-pore structure plays a pivotal role in the scale effect observed in tight sandstone. Notably, when the porosity ranges between 8% and 10%, the scale effect of the rock becomes pronounced and cannot be ignored. Under gas-saturated conditions, the scale effect in tight sandstone is relatively minor; however, it becomes significantly pronounced in the case of partial water saturation. The selected optimal reservoir-sensitive parameters include shear modulus, Young’s modulus, acoustic impedance, and product of shear modulus and density, while gas layer-sensitive parameters encompass bulk modulus, Poisson’s ratio, Lamé coefficient, and product of Lamé coefficient and density. These parameters exhibit strong sensitivity at different scales. Compared to their behavior at ultrasonic scales, these parameters are more sensitive to gas layers at seismic scales. Moreover, the findings suggest that there are applicability limitations when applying fluid substitution models to account for water saturation in tight sandstone. This underscores the need for developing new multi-scale models for fluid substitution. This study provides deeper insights into rock’s scale effect, advances research on multi-scale phenomena, and enhances the accuracy of seismic quantitative interpretation.