Infrared small target detection faces the problem that it is difficult to effectively separate the background and the target. Existing deep learning-based methods focus on appearance features and ignore high-frequency directional features. Therefore, we propose a multi-scale direction-aware network (MSDA-Net), which is the first attempt to integrate the high-frequency directional features of infrared small targets as domain prior knowledge into neural networks. Specifically, an innovative multi-directional feature awareness (MDFA) module is constructed, which fully utilizes the prior knowledge of targets and emphasizes the focus on high-frequency directional features. On this basis, combined with the multi-scale local relation learning (MLRL) module, a multi-scale direction-aware (MSDA) module is further constructed. The MSDA module promotes the full extraction of local relations at different scales and the full perception of key features in different directions. Meanwhile, a high-frequency direction injection (HFDI) module without training parameters is constructed to inject the high-frequency directional information of the original image into the network. This helps guide the network to pay attention to detailed information such as target edges and shapes. In addition, we propose a feature aggregation (FA) structure that aggregates multi-level features to solve the problem of small targets disappearing in deep feature maps. Furthermore, a lightweight feature alignment fusion (FAF) module is constructed, which can effectively alleviate the pixel offset existing in multi-level feature map fusion. Extensive experimental results show that our MSDA-Net achieves state-of-the-art (SOTA) results on the public NUDT-SIRST, SIRST and IRSTD-1k datasets.