Decision making is still an open issue in the application of Dempster‐Shafer evidence theory. A lot of works have been presented for it. In the transferable belief model (TBM), pignistic probabilities based on the basic probability assignments are used for decision making. In this paper, multiscale probability transformation of basic probability assignment based on the belief function and the plausibility function is proposed, which is a generalization of the pignistic probability transformation. In the multiscale probability function, a factor q based on the Tsallis entropy is used to make the multiscale probabilities diversified. An example showing that the multiscale probability transformation is more reasonable in the decision making is given.