Study Focus: Understanding how improvements in irrigation efficiency affect agricultural water consumption across multiple spatial scales is essential for sustainable water management in arid regions. Taking the Heihe River Basin as a typical case, this study investigates the multi-scale transmission of the irrigation efficiency paradox by combining a groundwater balance model with rebound-effect analysis. Multi-source data, including irrigated area, irrigation water volume, irrigation water-use coefficient, and meteorological, hydrological, and groundwater observations, were integrated to quantify how field-scale improvements in irrigation efficiency are transmitted to irrigation-district and watershed-scale water-use outcomes. New Hydrological Insights for the Region: The results show that high-efficiency water-saving technologies significantly improved field-scale irrigation efficiency, but these local efficiency gains did not necessarily translate into basin-scale water savings. At the irrigation-district scale, rebound effects differed substantially among districts. Linze County showed a severe irrigation efficiency paradox, mainly driven by rapid farmland expansion and shifts toward water-intensive crops, whereas Daman District achieved stable water savings through the combined effects of advanced irrigation technologies, institutional regulation, and crop-structure management. At the watershed scale, total agricultural water consumption did not decline, while reliance on groundwater continued to increase, raising the risk of groundwater overexploitation. These findings reveal a transmission chain of "field-scale water saving -> irrigation-district expansion -> watershed-scale imbalance", in which field-level technical water savings generate local water surpluses that may further stimulate irrigation expansion and water-intensive cropping, ultimately increasing basin-scale water consumption. These results suggest that field-scale irrigationefficiency improvements cannot ensure regional water sustainability unless they are coupled with constraints on irrigated-area expansion, groundwater abstraction, and crop water demand. Coordinated management across field, irrigation-district, and watershed scales is therefore needed to prevent local efficiency gains from being converted into basin-scale water-consumption growth.