Understanding the dynamic behavior of proteins is critical to elucidating their functional mechanisms, yet generating realistic, temporally coherent trajectories of protein ensembles remains a significant challenge. In this work, we introduce a novel hierarchical autoregressive framework for modeling protein dynamics that leverages the intrinsic multi-scale organization of molecular motions. Unlike existing methods that focus on generating static conformational ensembles or treat dynamic sampling as an independent process, our approach characterizes protein dynamics as a Markovian process. The framework employs a two-scale architecture: a low-resolution model captures slow, collective motions driving major conformational transitions, while a high-resolution model generates detailed local fluctuations conditioned on these large-scale movements. This hierarchical design ensures that the causal dependencies inherent in protein dynamics are preserved, enabling the generation of temporally coherent and physically realistic trajectories. By bridging high-level biophysical principles with state-of-the-art generative modeling, our approach provides an efficient framework for simulating protein dynamics that balances computational efficiency with physical accuracy.