In various applications, multiscale entropy (MSE) is often used as a feature to characterize the complexity of the signals in order to classify them. It consists of estimating the sample entropies (SEs) of the signal under study and its coarse-grained (CG) versions, where the CG process amounts to (1) filtering the signal with an average filter whose order is the scale and (2) decimating the filter output by a factor equal to the scale. In this paper, we propose to derive a new variant of the MSE. Its novelty stands in the way to get the sequences at different scales by avoiding distortions during the decimation step. To this end, a linear-phase or null-phase low-pass filter whose cutoff frequency is well suited to the scale is used. Interpretations on how the MSE behaves and illustrations with a sum of sinusoids, as well as white and pink noises, are given. Then, an application to detect attentional tunneling is presented. It shows the benefit of the new approach in terms of p value when one aims at differentiating the set of MSEs obtained in the attentional tunneling state from the set of MSEs obtained in the nominal state. It should be noted that CG versions can be replaced not only for the MSE but also for other variants.