Optimal scale combination is one of the research hotspots in multi-scale decision systems. Most existing researches start from the perspective of consistency and uncertainty, without fully considering the influence of cost information. In view of this issue, the importance of considering cost-sensitivity in optimal scale combination is analyzed. Firstly, a multi-scale decision system based on test cost and delay cost from the perspective of decision cost is proposed, and the scale cost and attribute cost are defined to describe the cost caused by scale and attribute. Then, considering the effect of attribute cost in the real scene, attribute significance and attribute cost are combined to sort the attributes. Finally, a cost-sensitive optimal scale combination selection model is established by considering the influence of scale cost when selecting the optimal scale of attributes. The experimental results show that the proposed model can reasonably select the optimal scale combination with the existing cost cognition scenario, which is more in line with the actual requirements.