Learning concepts from the limited number of datapoints is a challenging task usually addressed by the so-called one- or few-shot learning. Recently, an application of second-order pooling in few-shot learning demonstrated its superior performance due to the aggregation step handling varying image resolutions without the need of modifying CNNs to fit to specific image sizes, yet capturing highly descriptive co-occurrences. However, using a single resolution per image (even if the resolution varies across a dataset) is suboptimal as the importance of image contents varies across the coarse-to-fine levels depending on the object and its class label e. g., generic objects and scenes rely on their global appearance while fine-grained objects rely more on their localized texture patterns. Multi-scale representations are popular in image deblurring, super-resolution and image recognition but they have not been investigated in few-shot learning due to its relational nature complicating the use of standard techniques. In this paper, we propose a novel multi-scale relation network based on the properties of second-order pooling to estimate image relations in few-shot setting. To optimize the model, we leverage a scale selector to re-weight scale-wise representations based on their second-order features. Furthermore, we propose to a apply self-supervised scale prediction. Specifically, we leverage an extra discriminator to predict the scale labels and the scale discrepancy between pairs of images. Our model achieves state-of-the-art results on standard few-shot learning datasets.