Electrocardiogram (ECG) analysis is a fundamental tool for diagnosing cardiovascular conditions, yet anomaly detection in ECG signals remains challenging due to their inherent complexity and variability. We propose Multi-scale Masked Autoencoder for ECG anomaly detection (MMAE-ECG), a novel end-to-end framework that effectively captures both global and local dependencies in ECG data. Unlike state-of-the-art methods that rely on heartbeat segmentation or R-peak detection, MMAE-ECG eliminates the need for such pre-processing steps, enhancing its suitability for clinical deployment. MMAE-ECG partitions ECG signals into non-overlapping segments, with each segment assigned learnable positional embeddings. A novel multi-scale masking strategy and multi-scale attention mechanism, along with distinct positional embeddings, enable a lightweight Transformer encoder to effectively capture both local and global dependencies. The masked segments are then reconstructed using a single-layer Transformer block, with an aggregation strategy employed during inference to refine the outputs. Experimental results demonstrate that our method achieves performance comparable to state-of-the-art approaches while significantly reducing computational complexity-approximately 1/78 of the floating-point operations (FLOPs) required for inference. Ablation studies further validate the effectiveness of each component, highlighting the potential of multi-scale masked autoencoders for anomaly detection.