Computational simulation is an important technical means in research of nuclear fuel materials. Since nuclear fuel issues are inherently multi-scopic, it is imperative to study them with multi-scale simulation scheme. At present, the development of multi-scale simulation for nuclear fuel materials calls for a more systematic approach, in which lies the main purpose of this article. The most important thing in multi-scale simulation is to accurately formulate the goals to be achieved and the types of methods to be used. In this regard, we first summarize the basic principles and applicability of the simulation methods which are commonly used in nuclear fuel research and are based on different scales ranging from micro to macro, i.e. First-Principles (FP), Molecular Dynamics (MD), Kinetic Monte Carlo (KMC), Phase Field (PF), Rate Theory (RT), and Finite Element Method (FEM). And then we discuss the major material issues in this field, also ranging from micro-scale to macro-scale and covering both pellets and claddings, with emphasis on what simulation method would be most suitable for solving each of the issues. Finally, we give our prospective analysis and understanding about the feasible ways of multi-scale integration and relevant handicaps and challenges.