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Multi-scale architectures have shown effectiveness in a variety of tasks thanks to appealing cross-scale complementarity. However, existing architectures treat different scale features equally without considering the scale-specific characteristics, \textit{i.e.}, the within-scale characteristics are ignored in the architecture design. In this paper, we reveal this missing piece for multi-scale architecture design and accordingly propose a novel Multi-Scale Adaptive Network (MSANet) for single image denoising. Specifically, MSANet simultaneously embraces the within-scale characteristics and the cross-scale complementarity thanks to three novel neural blocks, \textit{i.e.}, adaptive feature block (AFeB), adaptive multi-scale block (AMB), and adaptive fusion block (AFuB). In brief, AFeB is designed to adaptively preserve image details and filter noises, which is highly expected for the features with mixed details and noises. AMB could enlarge the receptive field and aggregate the multi-scale information, which meets the need of contextually informative features. AFuB devotes to adaptively sampling and transferring the features from one scale to another scale, which fuses the multi-scale features with varying characteristics from coarse to fine. Extensive experiments on both three real and six synthetic noisy image datasets show the superiority of MSANet compared with 12 methods. The code could be accessed from https://github.com/XLearning-SCU/2022-NeurIPS-MSANet.