In this chapter the scale-consistent approach to the derivation of coarse-grained force fields developed in our laboratory is presented, in which the effective energy function originates from the potential of mean force of the system under consideration and embeds atomistically detailed interactions in the resulting energy terms through use of Kubo's cluster-cumulant expansion, appropriate selection of the major degrees of freedom to be averaged out in the derivation of analytical approximations to the energy terms, and appropriate expression of the interaction energies at the all-atom level in these degrees of freedom. Our approach enables the developers to find correct functional forms of the effective coarse-grained energy terms, without having to import them from all-atom force fields or deriving them on a heuristic basis. In particular, the energy terms derived in such a way exhibit correct dependence on coarse-grained geometry, in particular on site orientation. Moreover, analytical formulas for the multibody (correlation) terms, which appear to be crucial for coarse-grained modeling of many of the regular structures such as, e.g., protein α-helices and β-sheets, can be derived in a systematic way. Implementation of the developed theory to the UNIfied COarse-gRaiNed (UNICORN) model of biological macromolecules, which consists of the UNRES (for proteins), NARES-2P (for nucleic acids), and SUGRES-1P (for polysaccharides) components, and is being developed in our laboratory is described. Successful applications of UNICORN to the prediction of protein structure, simulating the folding and stability of proteins and nucleic acids, and solving biological problems are discussed.