We use molecular line data from ALMA, SMA, JCMT, and NANTEN2 to study the multi-scale (\(\sim\)15-0.005 pc) velocity statistics in the massive star formation region NGC 6334. We find that the non-thermal motions revealed by the velocity dispersion function (VDF) stay supersonic over scales of several orders of magnitudes. The multi-scale non-thermal motions revealed by different instruments do not follow the same continuous power-law, which is because the massive star formation activities near central young stellar objects have increased the non-thermal motions in small-scale and high-density regions. The magnitudes of VDFs vary in different gas materials at the same scale, where the infrared dark clump N6334S in an early evolutionary stage shows a lower level of non-thermal motions than other more evolved clumps due to its more quiescent star formation activity. We find possible signs of small-scale-driven (e.g., by gravitational accretion or outflows) supersonic turbulence in clump N6334IV with a three-point VDF analysis. Our results clearly show that the scaling relation of velocity fields in NGC 6334 deviates from a continuous and universal turbulence cascade due to massive star formation activities.