Brain–computer interfaces, where motor imagery electroencephalography (EEG) signals are transformed into control commands, offer a promising solution for enhancing the standard of living for disabled individuals. However, the performance of EEG classification has been limited in most studies due to a lack of attention to the complementary information inherent at different temporal scales. Additionally, significant inter-subject variability in sensitivity to biological motion poses another critical challenge in achieving accurate EEG classification in a subject-dependent manner. To address these challenges, we propose a novel machine learning framework combining multi-scale feature fusion, which captures global and local spatial information from different-sized EEG segmentations, and adaptive Lasso-based feature selection, a mechanism for adaptively retaining informative subject-dependent features and discarding irrelevant ones. Experimental results on multiple public benchmark datasets revealed substantial improvements in EEG classification, achieving rates of 81.36%, 75.90%, and 68.30% for the BCIC-IV-2a, SMR-BCI, and OpenBMI datasets, respectively. These results not only surpassed existing methodologies but also underscored the effectiveness of our approach in overcoming specific challenges in EEG classification. Ablation studies further confirmed the efficacy of both the multi-scale feature analysis and adaptive selection mechanisms. This framework marks a significant advancement in the decoding of motor imagery EEG signals, positioning it for practical applications in real-world BCIs.