Due to advances in hydraulic fracturing and horizontal drilling, the abundance of inexpensive natural gas has revolutionized the energy industry. As the world population increases, natural gas will play a prominent role in satisfying new energy demands and transitioning society toward cleaner and more sustainable energy. Natural gas is a flexible energy resource that can be utilized for electric power generation, heating, transportation fuel, and synthesizing commodity chemicals. Given the numerous alternatives, a methodology for analyzing and optimizing natural gas utilization is necessary to construct efficient, reliable, affordable, and environmentally conscious natural gas systems. Multi-scale energy systems engineering is a holistic approach that considers the impact different spatial and temporal scales have toward the design and optimization of an overall energy system. Accurately capturing atomic, molecular, unit, process, and supply chain characteristics and their interactions are all important toward the optimal energy system design. We showcase the applicability of the multi-scale energy systems engineering for optimizing natural gas systems such as novel conversion technologies, integrated processing plants, and supply chain networks. Without considering the effects of different scales in a systematic integrated way, we risk converging on suboptimal energy systems.