Dynamic locomotion is realized through a simultaneous integration of adaptability and optimality. This article proposes a neuro-cognitive model for multi-legged locomotion robot that can seamlessly integrate multi-modal sensing, ecological perception, and cognition through the coordination of interoceptive and exteroceptive sensory information. Importantly, cognitive models can be discussed as micro-, meso-, and macro-scopic; these concepts correspond to sensing, perception, and cognition; and short-, medium-, and long-term adaptation (in terms of ecological psychology). The proposed neuro-cognitive model integrates these intelligent functions from a multi-scopic point of view. Macroscopic-level presents an attention mechanism with short-term adaptive locomotion control conducted by lower-level sensorimotor coordination-based model. Macrosopic-level serves environmental cognitive map featuring higher-level behavior planning. Mesoscopic level shows integration between the microscopic and macroscopic approaches, enabling the model to reconstruct a map and conduct localization using bottom-up facial environmental information and top-down map information, generating intention towards the ultimate goal at the macroscopic level. The experiments demonstrated that adaptability and optimality of multi-legged locomotion could be achieved using the proposed multi-scale neuro-cognitive model, from short to long-term adaptation, with efficient computational usage. Future research directions can be implemented not only in robotics contexts but also in the context of interdisciplinary studies incorporating cognitive science and ecological psychology.