Facial expression plays an important role in human–computer interaction and affective computing. However, existing expression recognition methods cannot effectively capture multi-scale structural details contained in facial expressions, leading to a decline in recognition accuracy. Inspired by the multi-scale processing mechanism of the biological visual system, this paper proposes a wavelet-guided global–local feature aggregation network (WGGLFA) for facial expression recognition (FER). Our WGGLFA network consists of three main modules: the scale-aware expansion (SAE) module, which combines dilated convolution and wavelet transform to capture multi-scale contextual features; the structured local feature aggregation (SLFA) module based on facial keypoints to extract structured local features; and the expression-guided region refinement (ExGR) module, which enhances features from high-response expression areas to improve the collaborative modeling between local details and key expression regions. All three modules utilize the spatial frequency locality of the wavelet transform to achieve high-/low-frequency feature separation, thereby enhancing fine-grained expression representation under frequency domain guidance. Experimental results show that our WGGLFA achieves accuracies of 90.32%, 91.24%, and 71.90% on the RAF-DB, FERPlus, and FED-RO datasets, respectively, demonstrating that our WGGLFA is effective and has more capability of robustness and generalization than state-of-the-art (SOTA) expression recognition methods.