Audio question answering (AQA), acting as a widely used proxy task to explore scene understanding, has got more attention. The AQA is challenging for it requires comprehensive temporal reasoning from different scales' events of an audio scene. However, existing methods mostly extend the structures of visual question answering task to audio ones in a simple pattern but may not perform well when perceiving a fine-grained audio scene. To this end, we present a Multi-scale Window Attention Fusion Model (MWAFM) consisting of an asynchronous hybrid attention module and a multi-scale window attention module. The former is designed to aggregate unimodal and cross-modal temporal contexts, while the latter captures sound events of varying lengths and their temporal dependencies for a more comprehensive understanding. Extensive experiments are conducted to demonstrate that the proposed MWAFM can effectively explore temporal information to facilitate AQA in the fine-grained scene.Code: https://github.com/GeWu-Lab/MWAFM