Face anti-spoofing is essential to prevent face recognition systems from a security breach. Much of the progresses have been made by the availability of face anti-spoofing benchmark datasets in recent years. However, existing face anti-spoofing benchmarks have limited number of subjects (≤170) and modalities (≤2), which hinder the further development of the academic community. To facilitate face anti-spoofing research, we introduce a large-scale multi-modal dataset, namely CASIA-SURF, which is the largest publicly available dataset for face anti-spoofing in terms of both subjects and modalities. Specifically, it consists of 1,000 subjects with 21,000 videos and each sample has 3 modalities (i.e., RGB, Depth and IR). We also provide comprehensive evaluation metrics, diverse evaluation protocols, training/validation/testing subsets and a measurement tool, developing a new benchmark for face anti-spoofing. Moreover, we present a novel multi-modal multi-scale fusion method as a strong baseline, which performs feature re-weighting to select the more informative channel features while suppressing the less useful ones for each modality across different scales. Extensive experiments have been conducted on the proposed dataset to verify its significance and generalization capability.