Cell type annotation is pivotal to single-cell RNA sequencing data (scRNA-seq)-based biological and medical analysis, e.g., identifying biomarkers, exploring cellular heterogeneity, and understanding disease mechanisms. The previous annotation methods typically learn a nonlinear mapping to infer cell type from gene expression vectors, and thus fall short in discovering and associating salient genes with specific cell types. To address this issue, we propose a multi-scale scRNA-seq Sub-vector Completion Transformer, and our model is referred to as SCTrans. Considering that the expressiveness of gene sub-vectors is richer than that of individual genes, we perform multi-scale partitioning on gene vectors followed by masked sub-vector completion, conditioned on unmasked ones. Toward this end, the multi-scale sub-vectors are tokenized, and the intrinsic contextual relationships are modeled via self-attention computation and conditional contrastive regularization imposed on an encoding transformer. By performing mutual learning between the encoder and an additional lightweight counterpart, the salient tokens can be distinguished from the others. As a result, we can perform gene-selective cell type annotation, which contributes to our superior performance over state-of-the-art annotation methods.