Circular RNA (circRNA) is a widely distributed class of non-coding RNA molecules that have been shown to play a significant role in cancer development and drug resistance, significantly influencing cellular sensitivity to therapeutic drugs and treatment outcomes. However, traditional biomedical experimental methods are limited by low efficiency and high costs when verifying the association between circular RNA and drug sensitivity. Therefore, developing an efficient and accurate computational method to predict new associations between circRNA and drug sensitivity has become an urgent need in current research. To address this, this study proposes HECLCDA, a novel method based on heterogeneous cross-scale contrastive learning. To construct a comprehensive initial information base for drugs and circRNAs, circRNA gene sequence similarity, drug structural inclusion similarity (SIS), and Gaussian kernel similarity were integrated. Based on the integrated and complete known information of circRNAs and drugs, a heterogeneous graph was built. The model used the Heterogeneous Graph Transformer to extract heterogeneous network topological information, effectively distinguishing the heterogeneity of nodes and edges. The model broke through the information relationship between node attributes and network topology at two scales, and innovatively introduced a cross-scale contrastive learning mechanism in a sparse labeling scenario. Using self-supervised signals, we aimed to enhance the discriminative power of node embeddings and maximize the mutual information between paired nodes at different scales. Cross-validation experiments demonstrated that HECLCDA performs excellently on real data and can efficiently predict drug sensitivity. Additionally, case studies further validate the model's effectiveness in predicting potential circRNA-drug sensitivity associations.