Community detection in complex networks is an important issue in network science. Several statistical measures have been proposed and widely applied to detecting the communities in various complex networks. However, due to the lack of flexibility resolution, some of them have to encounter the resolution limit and thus are not compatible with multi-scale structures of complex networks. In this paper, we investigated a statistical measure of interest for community detection, Significance [Sci. Rep. 3 (2013) 2930], and analyzed its critical behaviors based on the theoretical derivation of critical number of communities and the phase diagram in community-partition transition. It was revealed that Significance exhibits far higher resolution than the traditional Modularity when the intra- and inter-link densities of communities are obviously different. Following the critical analysis, we developed a multi-resolution version of Significance for identifying communities in the multi-scale networks. Experimental tests in several typical networks have been performed and confirmed that the generalized Significance can be competent for the multi-scale communities detection. Moreover, it can effectively relax the first- and second-type resolution limits. Finally, we displayed an important potential application of the multi-scale Significance in computational biology: disease-gene identification, showing that extracting information from the perspective of multi-scale module mining is helpful for disease gene prediction.