The safe and stable operation is a crucial issue in the development of high-field high temperature superconducting (HTS) magnets. In this paper, we construct a multiscale model which couples the homogenized global (macroscopic) behavior and the refined local (mesoscopic) characteristics to simulate the coupled electromagnetic-mechanical-thermal behaviors of the HTS magnets. In the model, the numerical homogenization method is adopted to simulate the macroscopic behavior of the magnets and identify the “dangerous region” of the magnet which are prone to damage or quench. Then, a refined local sub-model which coupling with the macroscopic homogenization model is established by considering the microstructure and physical parameters of each components of the HTS tapes in the “dangerous region”. Thus, a combined global homogenization and local refinement scheme which balances the computational efficiency and numerical accuracy is developed to simulate the coupled multi-physical behaviors of the HTS magnets including the quench and its propagation. Our results show that the refined local sub-model can simulate the electromagnetic field and the stress-strain at the scale of the tape more accurately. Characteristics, such as the discontinuous stress distribution across the interfaces between different layers and the current shunt from the HTS layer to metallic layers during the quench process of HTS tapes, which are beyond the capability of the homogenization model, have also been well depicted by the refined sub-model.