In classical heuristic attribute reduction algorithm for positive region, the attribute with the maximum dependency degree of the current positive domain should be added into the selected feature attribute subset in each iteration, leading to the large number of iterations and the low efficiency of the algorithm, and making the algorithm hard to be applied in the feature selection of high-dimensional and large-scale datasets. In order to solve the problems, the monotonic relationship between the positive regions in a decision system was studied and the formal description for the Multi-Scale Attribute Granule (MSAG) was given, and a Multi-scale Attribute Granule based Quick Positive Region reduction algorithm (MAG-QPR) was proposed. Each MSAG contains several attributes and can provide a large positive region for the selected feature attribute subset. As a result, adding MSAG in each iteration can reduce the number of the iteration and make the selected feature attribute subset more quickly approach to the positive region resolving ability of the condition attribute universal set. Therefore, the computational efficiency of the heuristic attribute reduction algorithm for positive region is improved. With 8 UCI datasets used for experiments, on the datasets Lung Cancer, Flag and German, the running time acceleration ratios of MAG-QPR to the general improved Feature Selection algorithm based on the Positive Approximation-Positive Region (FSPA-PR), the general improved Feature Selection algorithm based on the Positive Approximation-Shannon's Conditional Entropy (FSPA-SCE), the Backward Greedy Reduction Algorithm for positive region Preservation (BGRAP) and the Backward Greedy Reduction Algorithm for Generalized decision preservation (BGRAG) are 9.64, 15.70, 5.03, 2.50; 3.93, 7.55, 1.69, 4.57; and 3.61, 6.49, 1.30, 9.51 respectively. The experimental results show that, the proposed algorithm MAG-QPR can improve the algorithm efficiency and has better classification accuracy.