The oxide film located on the surface of the nuclear fuel casing tubes affects their thermal conductivity, and increases the temperature of the fuel rods. Hence, it will accelerate the corrosion rate of the casing tubes, and poses a potential safety risk to the nuclear reactor. In this paper, a novel multiscale eddy current sensor is designed to measure the thickness of casing tube, metallic coating and oxide film. First of all, a simplified analytical solution is established to represent the relationship between the response signal of eddy current sensor with different sizes, lift-off, and the thickness of the casing tube, metallic coating and oxide film. Due to skin effect, the eddy current response signal is mainly determined by the casing tube under low frequency measurement. The eddy current sensor signals can be used to invert the thickness of casing tube in line with simplified low-frequency model. In fact, the penetration depth decreases with increasing frequency, and the mid-frequency eddy current signal is mainly related to the structural properties of metallic coating. Based on the theoretical analysis, the slope of the imaginary signal in the mid-frequency band is proportional to the thickness of the coating. Considering the oxide film is non-conductive material, and the thickness can be regarded as lift-off when the sensor is tightly attached to the surface of tube. The real part of high-frequency eddy current signal regarding reflected magnetic field can be used to estimate the thickness of oxide film under high-frequency measurement. Related experiments are carried out to verify the proposed method, and results indicate the maximum relative error is only within 2.7%.