Latent diffusion models rely on pretrained autoencoders that introduce lossy compression and constrain spatial granularity. Pixel-space diffusion avoids this bottleneck and enables flexible tokenization at multiple spatial scales, yet existing approaches largely adopt two-level coarse-to-fine architectures with limited cross-scale interaction. We introduce MS-pDiT, a multi-scale pixel-space diffusion transformer that treats spatial scale as a modality. MS-pDiT tokenizes the same noisy image at multiple patch sizes, processes each scale in a dedicated transformer stream, and enables bidirectional information exchange through compacted MM-DiT-style joint attention, with attention cost independent of the finest patch size. This design establishes the number of scales as a new architectural scaling dimension. On ImageNet $256\times256$, increasing the number of scales from two to five consistently improves FID from 4.39 to 2.31, 2.26, and 2.19, while adding an intermediate scale substantially outperforms increasing depth under comparable parameter budgets. Further analysis highlights the importance of bidirectional cross-scale interaction and late introduction of fine-grained streams. MS-pDiT achieves FID scores of 1.43 and 1.44 on ImageNet $256\times256$ and $512\times512$, respectively, and naturally extends to text-to-image generation, achieving 0.86 on GenEval and 83.9 on DPG-Bench.

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