Cell clustering is an essential step in uncovering cellular architectures in single cell RNA-sequencing (scRNA-seq) data. However, the existing cell clustering approaches are not well designed to dissect complex structures of cellular landscapes at a finer resolution. Here, we develop a multi-scale clustering (MSC) approach to construct sparse cell-cell correlation network for identifying de novo cell types and subtypes at multiscale resolution in an unsupervised manner. Based upon simulated, silver and gold standard data as well as real scRNA-seq data in diseases, MSC showed much improved performance in comparison to established benchmark methods, and identified biologically meaningful cell hierarchy to facilitate the discovery of novel disease associated cell subtypes and mechanisms.