In this paper, we introduce multiscale persistent functions for biomolecular structure characterization. The essential idea is to combine our multiscale rigidity functions with persistent homology analysis, so as to construct a series of multiscale persistent functions, particularly multiscale persistent entropies, for structure characterization. To clarify the fundamental idea of our method, the multiscale persistent entropy model is discussed in great detail. Mathematically, unlike the previous persistent entropy or topological entropy, a special resolution parameter is incorporated into our model. Various scales can be achieved by tuning its value. Physically, our multiscale persistent entropy can be used in conformation entropy evaluation. More specifically, it is found that our method incorporates in it a natural classification scheme. This is achieved through a density filtration of a multiscale rigidity function built from bond and/or dihedral angle distributions. To further validate our model, a systematical comparison with the traditional entropy evaluation model is done. It is found that our model is able to preserve the intrinsic topological features of biomolecular data much better than traditional approaches, particularly for resolutions in the mediate range. Moreover, our method can be successfully used in protein classification. For a test database with around nine hundred proteins, a clear separation between all-alpha and all-beta proteins can be achieved, using only the dihedral and pseudo-bond angle information. Finally, a special protein structure index (PSI) is proposed, for the first time, to describe the "regularity" of protein structures. Essentially, PSI can be used to describe the "regularity" information in any systems.