A split three-characteristics method was proposed that can be used to analyze the stress wave propagation through a rock mass with double-scale discontinuities (micro-defect (MD) and macro-joint (MJ)). The mechanisms of the effects of MDs and MJs on stress wave propagation were investigated. The characteristic lines were divided into the three basic elements of triangle, diamond and separated diamond elements to calculate the stress, strain and velocity of the stress wave propagation through a rock mass with double-scale discontinuities (MD-MJ). The results show that the effects of MJ on stress wave propagation are related to the macro-joint stiffness, while the effects of MDs on stress wave propagation are related to the viscous coefficient and propagation distance. The comparison of the stress wave propagation through MJs and MD-MJs shows that the traditional MJ model can be regarded as a special case of the present MD-MJ model and the effects of MDs can be neglected when the propagation distance is sufficiently short. However, when the propagation distance is long, the effects of MDs must be considered. The results also show that the present characteristics method can be used to investigate the stress wave propagation through double-scale discontinuities efficiently.