Sustainability assessment methods can vary widely across different scales. Existing sustainability assessment systems, however, are usually focused on a single scale. To address this gap, in this paper, the authors propose a new framework for big-data-intensive multi-scale sustainability assessment and prediction at: the building scale, neighborhood scale, and city scale. This paper focuses on presenting the system of sustainability indicators that can support such multi-scale analysis. First, the paper summarizes the literature review of current sustainability indicator systems and identifies the knowledge gaps in supporting multi-scale sustainability analysis. Second, the paper presents the methodology and results of the comparative analysis of existing indicator systems, which was conducted based on a set of well-defined criteria. Third, the paper presents the proposed multi-scale sustainability indicator system, including the methodology of development, the proposed set of indicators, and an initial verification of coverage based on a comparison with existing indicator systems.