The continuous evolution of pre-trained speech models has greatly advanced Speech Emotion Recognition (SER). However, there is still potential for enhancement in the performance of these methods. In this paper, we present GMP-ATL (Gender-augmented Multi-scale Pseudo-label Adaptive Transfer Learning), a novel HuBERT-based adaptive transfer learning framework for SER. Specifically, GMP-ATL initially employs the pre-trained HuBERT, implementing multi-task learning and multi-scale k-means clustering to acquire frame-level gender-augmented multi-scale pseudo-labels. Then, to fully leverage both obtained frame-level and utterance-level emotion labels, we incorporate model retraining and fine-tuning methods to further optimize GMP-ATL. Experiments on IEMOCAP show that our GMP-ATL achieves superior recognition performance, with a WAR of 80.0\% and a UAR of 82.0\%, surpassing state-of-the-art unimodal SER methods, while also yielding comparable results with multimodal SER approaches.