N4-methylcytosine (4mC) is an important epigenetic mechanism, which regulates many cellular processes such as cell differentiation and gene expression. The knowledge about the 4mC sites is a key foundation to exploring its roles. Due to the limitation of techniques, precise detection of 4mC is still a challenging task. In this paper, we presented a multi-scale convolution neural network (CNN) and adaptive embedding-based computational method for predicting 4mC sites in mouse genome, which was referred to as MultiScale-CNN-4mCPred. The MultiScale-CNN-4mCPred used adaptive embedding to encode nucleotides, and then utilized multi-scale CNNs as well as long short-term memory to extract more in-depth local properties and contextual semantics in the sequences. The MultiScale-CNN-4mCPred is an end-to-end learning method, which requires no sophisticated feature design. The MultiScale-CNN-4mCPred reached an accuracy of 81.66% in the 10-fold cross-validation, and an accuracy of 84.69% in the independent test, outperforming state-of-the-art methods. We implemented the proposed method into a user-friendly web application which is freely available at: http://www.biolscience.cn/MultiScale-CNN-4mCPred/.