A retrieval algorithm for AOD from MODIS multi-spatial scale data with 1km × 1km, 500m × 500m and 250m × 250m resolution based on mutual information (MI) is proposed. The concept of mutual information represents a measure of relative entropy between two sets. In this algorithm, an interpolation formula based on the maximal MI which is used to transform low resolution image into high resolution image is constructed. Then, the AOD with 500m × 500m and 250m × 250m resolution which are over Heihe Watershed, in Gansu province, China, on 5^th July, 2008 are retrieved from TERRA and AQUA MODIS data. Compared with the 500m × 500m AOD retrieved by multi-satellite algorithm directly, the AOD with 500m × 500m resolution got by the MI algorithm is coincident with absolute error between 0.02–0.03. Preliminary validation result comparing with AERONET measured data shows good accuracy and promising potential. The Further research work is ongoing.