A multi-scale based modeling method is proposed for power electronic system which is nonlinear, multiple levels and dynamic. The multi-scale model of the system, which is established by the scale models of the system and their correlation model, can observe the system from different analysis scales, and can describe the evolution mechanism of the system comprehensively and deeply. Taking a BUCK converter as an example, a circuit and device two-level scale model and its correlation model are built, and then a simulation platform of the model based on MATLAB is built. Finally, the effectiveness of the proposed modeling method is verified by static consistency analysis and dynamic load switching analysis.