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Membranous nephropathy (MN) is a frequent type of adult nephrotic syndrome, which has a high clinical incidence and can cause various complications. In the biopsy microscope slide of membranous nephropathy, spikelike projections on the glomerular basement membrane is a prominent feature of the MN. However, due to the whole biopsy slide contains large number of glomeruli, and each glomerulus includes many spike lesions, the pathological feature of the spikes is not obvious. It thus is time-consuming for doctors to diagnose glomerulus one by one and is difficult for pathologists with less experience to diagnose. In this paper, we establish a visualized classification model based on the multi-scale annotation multi-instance learning (MSA-MIL) to achieve glomerular classification and spikes visualization. The MSA-MIL model mainly involves three parts. Firstly, U-Net is used to extract the region of the glomeruli to ensure that the features learned by the succeeding algorithm are focused inside the glomeruli itself. Secondly, we use MIL to train an instance-level classifier combined with MSA method to enhance the learning ability of the network by adding a location-level labeled reinforced dataset, thereby obtaining an example-level feature representation with rich semantics. Lastly, the predicted scores of each tile in the image are summarized to obtain glomerular classification and visualization of the classification results of the spikes via the usage of sliding window method. The experimental results confirm that the proposed MSA-MIL model can effectively and accurately classify normal glomeruli and spiked glomerulus and visualize the position of spikes in the glomerulus. Therefore, the proposed model can provide a good foundation for assisting the clinical doctors to diagnose the glomerular membranous nephropathy.