As an important and challenging problem in computer vision, learning based optical flow estimation aims to discover the intrinsic correspondence structure between two adjacent video frames through statistical learning. Therefore, a key issue to solve in this area is how to effectively model the multi-scale correspondence structure properties in an adaptive end-to-end learning fashion. Motivated by this observation, we propose an end-to-end multi-scale correspondence structure learning (MSCSL) approach for optical flow estimation. In principle, the proposed MSCSL approach is capable of effectively capturing the multi-scale inter-image-correlation correspondence structures within a multi-level feature space from deep learning. Moreover, the proposed MSCSL approach builds a spatial Conv-GRU neural network model to adaptively model the intrinsic dependency relationships among these multi-scale correspondence structures. Finally, the above procedures for correspondence structure learning and multi-scale dependency modeling are implemented in a unified end-to-end deep learning framework. Experimental results on several benchmark datasets demonstrate the effectiveness of the proposed approach.