Recent advances in high-throughput measurement technologies have enabled the analysis of molecular perturbations associated with disease phenotypes at the multi-omic level. Such perturbations can range in scale from fluctuations of individual molecules to entire biological pathways. Data-driven clustering algorithms have long been used to group interactions into interpretable functional modules; however, these modules are typically constrained to a fixed size or statistical cutoff. Furthermore, modules are often analyzed independently of their broader biological context. Consequently, such clustering approaches limit the ability to explore functional module associations with disease phenotypes across multiple scales. Here, we introduce AutoFocus, a data-driven method that hierarchically organizes biomolecules and tests for phenotype enrichment at every level within the hierarchy. As a result, the method allows disease-associated modules to emerge at any scale. We evaluated this approach using two datasets: First, we explored associations of biomolecules from the multi-omic QMDiab dataset (n = 388) with the well-characterized type 2 diabetes phenotype. Secondly, we utilized the ROS/MAP Alzheimer’s disease dataset (n = 500), consisting of high-throughput measurements of brain tissue to explore modules associated with multiple Alzheimer’s Disease-related phenotypes. Our method identifies modules that are multi-omic, span multiple pathways, and vary in size. We provide an interactive tool to explore this hierarchy at different levels and probe enriched modules, empowering users to examine the full hierarchy, delve into biomolecular drivers of disease phenotype within a module, and incorporate functional annotations.