Abstract: The water softening characteristics of mudstone has greatly limited the development of both geotechnical and underground engineering. Particularly, the instability of roadway in coal mines occurs while mudstone are influenced by water, which causes the argillaceous expansion and bearing capacity deterioration. As the contents of clay minerals exceed 50% in mudstone, the low strength and strong plasticity of argillaceous cementation in mudstone, and the swelling tendency of clay minerals in water are attributed to the large deformation and bearing failure of mudstone soaked in water. In the mudstone engineering practice, the continuous large deformation during bearing and gradual deterioration due to water are the key prevention, control and regulation processes. Firstly, with the complex water-rock mechanism and widespread research scope, the definition of multi-scale research on mudstone was clarified according to the focus point in engineering, and research status were divided into three parts of microscopic, mesoscopic and macroscopic. Secondly, the multi-scale characteristics of both physico-mechanical and physico-chemical properties were revealed by investigating the analytic models in different research scale. The analysis methods of physical, chemical and mechanical properties of mudstone with different scales were discussed. The multi-scale mechanism of water-rock interaction and the relationship between different scales were systematically studied. The multi-scale analytic system of water-rock interaction on mudstone was established. Finally, the research direction of mesoscopic were proposed, the potential application of multi-scale water-rock interaction mechanism in multi-physical field were pointed out, the research and development system of disaster prevention technology on mudstone based on multi-scale analysis were suggested, and the scientific problems for the application of artificial intelligence method on multi-scale study to mudstone were refined. The multi-scale study is beneficial to understand and master the physical, chemical and mechanical response response characteristics of mudstone, which can well provide a scientific theoretical foundation to both disaster prevention and nuclear waste storage.