Directly transferring the 2D techniques to 3D scene generation is challenging due to significant resolution reduction and the scarcity of comprehensive real-world 3D scene datasets. To address these issues, our work introduces the Pyramid Discrete Diffusion model (PDD) for 3D scene generation. This novel approach employs a multi-scale model capable of progressively generating high-quality 3D scenes from coarse to fine. In this way, the PDD can generate high-quality scenes within limited resource constraints and does not require additional data sources. To the best of our knowledge, we are the first to adopt the simple but effective coarse-to-fine strategy for 3D large scene generation. Our experiments, covering both unconditional and conditional generation, have yielded impressive results, showcasing the model's effectiveness and robustness in generating realistic and detailed 3D scenes. Our code will be available to the public.