To understand the nature and role of multi-scale interaction involved in the Madden–Julian oscillation (MJO), a dynamical model is built based on two essential processes: the convective complex of the MJO modulates the strength and location of synoptic-scale motions, which in turn feed back to the MJO through the convective momentum transfer (CMT). Our results exhibit that: (1) The lower tropospheric easterly CMT coming from the 2-day waves slows down the MJO dramatically; (2) although the lower tropospheric westerly CMT coming from the superclusters can produce the horizontal quadrupole vortex and vertical westerly wind-burst structures of the MJO, it drives the large-scale motions to propagate eastward too fast; (3) the planetary boundary layer provides an instability source for the MJO and pulls the MJO to propagate eastward at a speed of 0∼10 ms−1; and (4) the optimal structure of the multi-scale MJO should be: the stronger superclusters/2-day waves prevail in the rear/front part of the MJO and produce lower tropospheric westerly/easterly CMT there. These theoretical results emphasize the role of CMT and encourage further observations in the multi-scale MJO.