The main purpose of the paper is to investigate the effect of multiple scales in frequency domain on the complicated oscillations of Filippov system with discontinuous right-hand side. A relatively simple model based on the Chua’s circuit with periodic excitation is introduced as an example. When the exciting frequency is far less than the natural frequency, implying that an order gap between the exciting frequency and the natural frequency exists, the whole exciting term can be considered as a slow-varying parameter, based on which the bifurcations of the two subsystems in different regions divided by the nonsmooth boundary are presented. Two typical cases are considered, which correspond to different distributions of equilibrium branches as well as the related bifurcations. In the first case, periodic symmetric Hopf/Hopf-fold-sliding bursting oscillations can be obtained, in which Hopf bifurcations may cause the alternations between the quiescent states and the spiking states, while fold bifurcations connect the two quiescent states moving along the stable equilibrium branches and sliding along the nonsmooth boundary, respectively. While the second case is the periodic symmetric fold/fold-fold-sliding bursting, where the fold bifurcations not only lead to the alternations between the quiescent states and the spiking states, but also connect the two quiescent states moving along the stable equilibrium branches and sliding along the nonsmooth boundary, respectively. It is pointed out that, different from the bursting oscillations in smooth dynamical systems in which the bifurcations may cause the alternations between quiescent states and spiking states, in the nonsmooth system, bifurcations may not only lead to the alternations, but also connect different forms of quiescent states. Furthermore, in the Filippov system, sliding movement along the nonsmooth boundary can be observed, the mechanism of which is presented based on the analysis of the two subsystems in different regions.