Abstract Flux transfer events (FTEs) are magnetic flux ropes that are produced via magnetic reconnection at the planetary magnetopause where the solar wind directly interacts with the magnetosphere. Previous observations show that FTEs with a duration of several seconds, corresponding to a spatial scale of ∼0.5–1 R _M, can occur at Mercury. However, the formation of these macroscale FTEs at a small dimensional magnetopause with a radius of ∼1.5 R _M remains unclear. Here, we report the observations of active magnetic reconnection events at Mercury’s magnetopause by the MESSENGER spacecraft. The reconnection process is dominated by the formation of a series of multi-scale FTEs. Ion-scale flux ropes, typically with durations of ∼1 s or less, may be produced by the tearing instability in the thin current sheet near the subsolar position. Moreover, the commonly observed macroscale FTEs consist of three to tens of successive small-scale FTEs. We propose that macroscale FTEs at Mercury are generated by the interaction and merging of multiple ion-scale flux ropes, probably through two or more steps. This is distinct from the formation of typical FTEs, mainly between a pair of X-lines, at Earth’s magnetopause. Thus, the formation and evolution of FTEs may differ among planetary magnetospheres with a vast range of scale sizes. We further conclude that Mercury’s magnetopause is a natural plasma laboratory to study flux rope dynamics and evolution for the upcoming Bepi-Colombo mission.