Based on the well-known results of classical potential theory, viz. the limit and jump relations for layer integrals, a numerically viable and efficient multiscale method of approximating the disturbing potential from gravity anomalies is established on regular surfaces, i.e., on telluroids of ellipsoidal or even more structured geometric shape. The essential idea is to use scale dependent regularizations of the layer potentials occurring in the integral formulation of the linearized Molodensky problem to introduce scaling functions and wavelets on the telluroid. As an application of our multiscale approach some numerical examples are presented on an ellipsoidal telluroid.