Ultrasound is a readily available, non-invasive and low-cost screening for the identification of endometriosis lesions, but its diagnostic specificity strongly depends on the experience of the operator. For this reason, computer-aided diagnosis tools based on Artificial Intelligence techniques can provide significant help to the clinical staff, both in terms of workload reduction and in increasing the overall accuracy of this type of examination and its outcome. However, although these techniques are spreading rapidly in a variety of domains, their application to endometriosis is still very limited. To fill this gap, we propose and evaluate a novel multi-scale ensemble approach for the automatic segmentation of endometriosis lesions from transvaginal ultrasounds. The peculiarity of the method lies in its high discrimination capability, obtained by combining, in a fusion fashion, multiple Convolutional Neural Networks trained on data at different granularity. The experimental validation carried out shows that: (i) the proposed method allows to significantly improve the performance of the individual neural networks, even in the presence of a limited training set; (ii) with a Dice coefficient of 82%, it represents a valid solution to increase the diagnostic efficacy of the ultrasound examination against such a pathology.