In this work, we set forth a multiscale non-equilibrium molecular dynamics (MS-NEMD) model. The main objectives of MS-NEMD model are: (1) establishing a rigorous NEMD that provides direct three-dimensional simulations of thermal–mechanical motions at atomistic scale, and (2) providing a general computational paradigm for non-equilibrium multiscale simulations. The proposed MS-NEMD combines a coarse-grained continuum thermodynamics model with a fine scale NEMD simulation. A novel concept of Multiscale Canonical Ensemble is put forth, in which we argue that the coarse-grained field may provide a heat bath within the coarse scale relaxation time interval, while the fine scale motion may reach to a local equilibrium state during that time interval. In this work, we propose to use a Nosé–Hoover thermostat network that is distributed among the local Voronoi cell-ensembles, and it will then regulate the difference between the coarse scale thermodynamic temperature and kinetic temperature of the fine scale ensemble. The proposed MS-NEMD algorithm has the following features: (1) the fine scale distribution function is canonical in the sense that it obeys a drifted local Boltzmann distribution and (2) it can spontaneously and automatically return to the equilibrium state. Several numerical examples have been carried out, in which we have simulated the activation of shock waves or dislocations due to thermal fluctuations. Copyright © 2010 John Wiley & Sons, Ltd.