Functional corticomuscular coupling (FCMC) between the cerebral motor cortex and muscle activity reflects multi-layer and nonlinear interactions in the sensorimotor system. Considering the inherent multiscale characteristics of physiological signals, we proposed multiscale transfer spectral entropy (MSTSE) and introduced the unidirectionally coupled Hénon maps model to verify the effectiveness of MSTSE. We recorded electroencephalogram (EEG) and surface electromyography (sEMG) in steady-state grip tasks of 29 healthy participants and 27 patients. Then, we used MSTSE to analyze the FCMC base on EEG of the bilateral motor areas and the sEMG of the flexor digitorum superficialis (FDS). The results show that MSTSE is superior to transfer spectral entropy (TSE) method in restraining the spurious coupling and detecting the coupling more accurately. The coupling strength was higher in the β1, β2, and γ2 bands, among which, it was highest in the β1 band, and reached its maximum at the 22-30 scale. On the directional characteristics of FCMC, the coupling strength of EEG→sEMG is superior to the opposite direction in most cases. In addition, the coupling strength of the stroke-affected side was lower than that of healthy controls' right hand in the β1 and β2 bands and the stroke-unaffected side in the β1 band. The coupling strength of the stroke-affected side was higher than that of the stroke-unaffected side and the right hand of healthy controls in the sEMG→EEG direction of γ2 band. This study provides a new perspective and lays a foundation for analyzing FCMC and motor dysfunction.