Trophic cascades occur in many ecosystems, but the factors regulating them are still elusive. We suggest that an overlooked factor is that trophic interactions (TIs) are often scale-dependent and possibly interact across spatial scales. To explore the role of spatial scale for trophic cascades, and particularly the occurrence of cross-scale interactions (CSIs), we collected and analysed food-web data from 139 stations across 32 bays in the Baltic Sea. We found evidence of a four-level trophic cascade linking TIs across two spatial scales: at bay scale, piscivores (perch and pike) controlled mesopredators (three-spined stickleback), which in turn negatively affected epifaunal grazers. At station scale (within bays), grazers on average suppressed epiphytic algae, and indirectly benefitted habitat-forming vegetation. Moreover, the direction and strength of the grazer–algae relationship at station scale depended on the piscivore biomass at bay scale, indicating a cross-scale interaction effect, potentially caused by a shift in grazer assemblage composition. In summary, the trophic cascade from piscivores to algae appears to involve TIs that occur at, but also interact across, different spatial scales. Considering scale-dependence in general, and CSIs in particular, could therefore enhance our understanding of trophic cascades.