The interaction between urbanization and the supply and demand of ecosystem services exhibits significant differences at various spatial scales. Understanding the multi-scale response of ecosystem services to urbanization through supply-demand spatial mismatch is crucial for sustainable urban development. This study conducted a comprehensive analysis of habitat quality services, carbon sequestration services, and soil conservation services within the Guangdong-Hong Kong-Macao Greater Bay Area in 2020, across six progressively expanding spatial scales: 1 km×1 km, 2.5 km×2.5 km, 5 km×5 km, 10 km×10 km, county-level, and city-level. Furthermore, our investigation delved into the response of ecosystem service supply and demand relationships to urbanization. The results indicated that: (1) the central urban area showed a clear mismatch between ecosystem supply and demand, with the deficit worsening as the spatial scale expanded. (2) there was a negative correlation between urbanization index and the supply-demand ratio of ecosystem services at multiple spatial scales. As the spatial scale increases, the HL type extended towards the central urban area, while the LH type gathered in non-urbanized areas. (3) at the 10 km and district/county scales, the supply-demand of ecosystem services exhibited the most pronounced response to urbanization. These scales signaled the optimal scales for addressing the observed imbalance. This study provides a scientific basis for formulating protection and management policies to optimize the balance between the supply and demand of ecosystem services in highly urbanized areas.