Few studies of residential segregation in cities have directly addressed the issue of spatial scale, apart from noting that the traditional indices of segregation tend to be larger when calculated for small rather than large spatial units. That observation however ignores Duncan et al.’s (Statistical geography: problems in analyzing areal data. Free Press, Glencoe, 1961) explication that any measure of segregation at a fine-grained scale necessarily incorporates, to an unknown extent, segregation at a larger scale within which the finer-grained units are nested. To avoid that problem, a multi-level modelling perspective is introduced that identifies the intensity of segregation at each scale net of its intensity at any larger scale included in the analysis. It is applied to an analysis of the emergence of Chicago’s Black ghetto over the twentieth century’s first three decades, using data at the ward and ED scales. It shows that across Chicago as a whole segregation was equally as intense at the two scales, with statistically significant increases in that intensity at both scales across the three decades. At the finer scale, however, segregation was much more intense across the EDs within those wards that formed the core of the emerging ghetto than it was in the remainder of the city.