In the thermal analysis of a Modular Multilevel Converter (MMC) system, one of the challenges is to model the heat sources and thermal paths across large spatial scales, i.e., from a tiny power semiconductor chip at square millimeters to the whole converter system up to several thousand cubic meters. Without good understanding of the dissimilarity of thermal behaviors under different spatial scales, conventional thermal models usually lead to either considerable modeling errors or heavy computational burden. In this paper, a hierarchical decomposition method is proposed to do the system-level thermal modeling of the MMC. At Sub-Module(SM) level, ethe junction/hotspot-to-local ambient thermal model of devices is established, where Thermal Cross-Coupling (TCC) effects among different devices in the SM are considered. At converter-level, thermal model is obtained to depict mutual European influences Unionamong the SMs in the MMC. A 15-kVA MMC prototype provides the experimental verifications at last.