Manually interpreting multivariate drill hole data is very time-consuming, and different geologists will produce different results due to the subjective nature of geological interpretation. Automated or semi-automated interpretation of numerical drill hole data is required to reduce time and subjectivity of this process. However, results from machine learning algorithms applied to drill holes, without reference to spatial information, typically result in numerous small-scale units. These small-scale units result not only from the presence of very small rock units, which may be below the scale of interest, but also from misclassification. A novel method is proposed that uses the continuous wavelet transform to identify geological boundaries and uses wavelet coefficients to indicate boundary strength. The wavelet coefficient is a useful measure of boundary strength because it reflects both wavelength and amplitude of features in the signal. This means that boundary strength is an indicator of the apparent thickness of geological units and the amount of change occurring at each geological boundary. For multivariate data, boundaries from multiple variables are combined and multiscale domains are calculated using the combined boundary strengths. The method is demonstrated using multi-element geochemical data from mineral exploration drill holes. The method is fast, reduces misclassification, provides a choice of scales of interpretation and results in hierarchical classification for large scales where domains may contain more than one rock type.