A physiological system encompasses numerous components that function at various time scales. To characterize the scale-dependent feature, the multiscale entropy (MSE) analysis has been proposed to describe the complex processes on multiple time scales. However, MSE analysis uses the relative scale factors to reveal the time-related dynamics, which may cause in-comparability of results from diverse studies with inconsistent sampling rates. In this study, in addition to the conventional MSE with relative scale factors, we also expressed MSE with absolute time scales (MaSE). We compared the effects of sampling rates on MSE and MaSE of simulated and real EEG time series. The results show that the previously found phenomenon (down-sampling can increase sample entropy) is just the projection of the compressing effect of down-sampling on MSE. And we have also shown the compressing effect of down-sampling on MSE does not change MaSE’s profile, despite some minor right-sliding. In addition, by analyzing a public EEG dataset of emotional states, we have demonstrated improved classification rate after choosing appropriate sampling rate. We have finally proposed a working strategy to choose an appropriate sampling rate, and suggested using MaSE to avoid confusion caused by sampling rate inconsistency. This novel study may apply to a broad range of studies that would traditionally utilize sample entropy and MSE to analyze the complexity of an underlying dynamic process.