In this study, a multi-grid sampling multi-scale (MGSMS) method is proposed by coupling with finite element (FEM), extended finite element (XFEM) and molecular dynamics (MD) methods.Crack is studied comprehensively from microscopic initiations to macroscopic propagation by MGSMS method. In order to establish the coupling relationship between macroscopic and microscopic model, multi-grid FEM is used to transmit the macroscopic displacement boundary conditions to the atomic model and the multi-grid XFEM is used to feedback the microscopic crack initiations to the macroscopic model. Moreover, an image recognition based crack extracting method is proposed to extract the crack coordinate from the MD result files of efficiently and the Latin hypercube sampling method is used to reduce the computational cost of MD. Numerical results show that MGSMS method can be used to calculate micro-crack initiations and transmit it to the macro-crack model. The crack initiation and propagation simulation of plate under mode I loading is completed.