Characteristics of subsidence have significant difference at different time scale. Subsidence of the active points on a first mining workface in a mining area was measured every other minute. Based on the data, characteristic of subsidence is analyzed using fractal theory and several conclusions are put forward. They are:(1) Subsidence has fractal feature at multi-time scale, and fractal dimension increases with the decreasing of the observation time scale; (2) when the time scale is large enough, the decreasing of the fractal dimension will become smaller with the increasing of time scale, and the extremal velocity of subsidence as well; (3) the fractal dimension of subsidence follows negative exponential function with time scale. The conclusion above disclosed the complexity of subsidence and is important to the study on the building damage in subsidence area.