Micro-turbulence and macro-magnetohydrodynamic (macro-MHD) instabilities can appear in plasma at the same time and interact with each other in a plasma confinement. The multi-scale-nonlinear interaction among micro-turbulence, double tearing instability and zonal flow is investigated by numerically solving a reduced set of two-fluid equations. It is found that the double tearing instability, which is a macro-MHD instability, appears in an equilibrium formed by a balance between micro-turbulence and zonal flow when the double tearing mode is unstable. The roles of the nonlinear and linear terms of the equations in driving the zonal flow and coherent convective cell flow of the double tearing mode are examined. The Reynolds stress drives zonal flow and coherent convective cell flow, while the ion diamagnetic term and Maxwell stress oppose the Reynolds stress drive. When the double tearing mode grows, linear terms in the equations are dominant and they effectively release the free energy of the equilibrium current gradient.