The study on complexity of glucose fluctuation not only helps us understand the regulation of the glucose homeostasis system but also brings us a new insight of the research methodology on glucose regulation. In the experiments, we analyzed the complexity of the temporal structure of the 72 hours continuous glucose time series from a group of 93 subjects with type Ⅱ diabetes mellitus using the multi-scale entropy method. We adapted the most recently improved refined composite multi-scale entropy (RCMSE) algorithm which could overcome the shortcomings on the 72 hours short time series analysis. We then quantified and compared the complexity of continuous glucose time series between groups with type Ⅱ diabetes mellitus with different mean absolute glycemic excursion (MAGE) and glycated hemoglobin (HbA1c). The results implied that the complexity of glucose time series decreased on lower MAGE group compared to high MAGE group, and the entropy on scale 1 to 6 which corresponded to 5 to 30 min had significant differences between these two groups; the complexity of glucose time series decreased with the increasing HbA1c level but the entropy had no statistical difference among groups at different scales. Therefore, RCMSE provided us with a new prospect to analyze the glucose time series and it was proved that less complexity of glucose dynamics could indicate the impaired gluco-regulation function from the MAGE point of view or HbA1c for patients, and the glucose complexity had the potential to become a new biomarker to reflect the fluctuation of the glucose time series.