Preoperative predicting histological grade of hepatocellular carcinoma (HCC) is a crucial issue for the evaluation of patient prognosis and determining clinical treatment strategies. Previous studies have shown the potential of preoperative medical imaging in HCC grading diagnosis, however, there still remain challenges. In this work, we proposed a multi-scale 2D dense connected convolutional neural network (MS-DenseNet) for the classification of grade. This architecture consisted of three CNN branches to extract features of CT image patches in different scale. Then the outputs for each CNN branch were concatenated to the final fully connected layer. Our network was developed and evaluated on 455 HCC patients from two different centers. For data augmentation, more than 2000 patches for each scale were cropped from transverse section 2D region of interest on these patients. Besides, three-channel inputs including original CT image, tumor region and peritumoral component provided complementary knowledge. Experimental results demonstrated that the proposed method achieved encouraging prediction performance with AUC of 0.798 in testing dataset. Clinical Relevance-The proposed MS-DenseNet yielded an encouraging prediction performance for HCC histological grade and might assist the clinical diagnosis and decision making of HCC patients.