Unsupervised person re-identification is a challenging and promising task in the computer vision. Nowadays unsupervised person re-identification methods have achieved great improvements by training with pseudo labels. However, the appearance and label noise are less explicitly studied in the unsupervised manner. To relieve the effects of appearance noise the global features involved, we also take into account the features from two local views and produce multi-scale features. We explore the knowledge distillation to filter label noise, Specifically, we first train a teacher model from noisy pseudo labels in a iterative way, and then use the teacher model to guide the learning of our student model. In our setting, the student model could converge fast in the supervision of the teacher model thus reduce the interference of noisy labels as the teacher model greatly suffered. After carefully handling the noises in the feature learning, Our multi-scale knowledge distillation are proven to be very effective in the unsupervised re-identification. Extensive experiments on three popular person re-identification datasets demonstrate the superiority of our method. Especially, our approach achieves a state-of-the-art accuracy 85.7% @mAP or 94.3% @Rank-1 on the challenging Market-1501 benchmark with ResNet-50 under the fully unsupervised setting.