Multiscale feature hierarchies have been witnessed the success in the computer vision area. This further motivates researchers to design multiscale Transformer for natural language processing, mostly based on the self-attention mechanism. For example, restricting the receptive field across heads or extracting local fine-grained features via convolutions. However, most of existing works directly modeled local features but ignored the word-boundary information. This results in redundant and ambiguous attention distributions, which lacks of interpretability. In this work, we define those scales in different linguistic units, including sub-words, words and phrases. We built a multiscale Transformer model by establishing relationships among scales based on word-boundary information and phrase-level prior knowledge. The proposed \textbf{U}niversal \textbf{M}ulti\textbf{S}cale \textbf{T}ransformer, namely \textsc{Umst}, was evaluated on two sequence generation tasks. Notably, it yielded consistent performance gains over the strong baseline on several test sets without sacrificing the efficiency.