The electroencephalogram (EEG) has proved to be a valuable tool in the study of comprehensive conditions whose effects are manifest in the electrical brain activity, and epilepsy is one of such conditions. In the study, multi-scale permutation entropy (MPE) was proposed to describe dynamical characteristics of EEG recordings from epilepsy and healthy subjects, then all the characteristic parameters were forwarded into a support vector machine (SVM) for classification. The classification accuracies of the MPE with SVM were evaluated by a series of experiments. It is indicated that the dynamical characteristics of EEG data with MPE could identify the differences among healthy, inter-ictal and ictal states, and there was a reduction of MPE of EEG from the healthy and inter-ictal state to the ictal state. Experimental results demonstrated that average classification accuracy was 100% by using the MPE as a feature to characterize the healthy and seizure, while 99.58% accuracy was obtained to distinguish the seizure-free and seizure EEG. In addition, the single-scale permutation entropy (PE) at scales 1-5 was put into the SVM for classification at the same time for comparative analysis. The simulation results demonstrated that the proposed method could be a very powerful algorithm for seizure prediction and could have much better performance than the methods based on single scale PE.