This paper develops a rotate-invariant needlet convolution for rotation group SO(3) to distill multiscale information of spherical signals. The spherical needlet transform is generalized from S2 onto a SO(3) group, which decomposes a spherical signal to approximate and detailed spectral coefficients by a set of tight framelet operators. The spherical signal during the decomposition and reconstruction achieves rotation invariance. Based on needlet transforms, we form a Needlet approximate Equivariance Spherical CNN (NES) with multiple SO(3) needlet convolution layers. The network establishes a powerful tool to extract geometric-invariant features of spherical signals. The model allows sufficient network scalability with multi-resolution representation. A robust signal embedding is learned with wavelet shrinkage activation function, which filters out redundant high-pass representation while maintaining approximate rotation invariance. The NES achieves state-of-the-art performance for quantum chemistry regression and Cosmic Microwave Background (CMB) delensing reconstruction, which shows great potential for solving scientific challenges with high-resolution and multi-scale spherical signal representation.