The invention discloses a causal network analysis method of a multi-scale time series physiological signal, comprising the following steps: S1. Utilizing the NA-MEMD algorithm to analyze the physiological signal u 1 , u 2 ,...,u m Decompose; S2. For two different physiological signals u i , u j , carry out causal analysis, i=1,2,...m, j=1,2...,m, and i≠j, to obtain the causal relationship between the two signals; S3. For u 1 , u 2 ,...,u m In any two signals, repeat step S2 until u is obtained 1 , u 2 ,...,u m The causal relationship between each pair of signals in the network forms a causal network. The invention can effectively analyze the causal network of the physiological signal, and provides convenience for the application of the physiological signal.