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Deep geothermal energy is essential for a sustainable European energy future, yet its growth is hindered by high exploration costs associated with the technical risk of finding suitable sites with water-bearing structures while avoiding seismically susceptible faults in the context of hydrothermal systems, or avoiding seismically susceptible faults entirely in the case of enhanced geothermal systems. We present a novel geothermal exploration approach that integrates innovations at three spatial scales, developed under the GeoHEAT project funded by Horizon Europe and the Swiss State Secretariat for Education, Research and Innovation (SERI). At the regional scale (~100 km), we create Levelized Cost of Electricity (LCOE) heat maps using a techno-economic and metamodel analysis to identify optimal sites while considering social and environmental factors. This allows us to select several potential sites to perform a reservoir scale (~10 km) assessment using low-cost passive seismics and gravity. By integrating these geophysical data with probabilistic geological and geomechanical modeling, we quantify structural uncertainties and propose optimal locations to drill exploration boreholes. Then follows a high-resolution borehole characterization incorporating various analyses, the central one being a novel geothermal-grade georadar probe - currently being designed and built within the project - that allows the illumination of permeable structures up to 100 m away from the borehole wall. This characterization is further enhanced by digital rock physics (DRP) analysis of drill cuttings to link rock properties to geomechanical and hydraulic parameters, alongside the denoising and real-time monitoring of drilling-induced micro-seismicity to integrate seismic risk into high-resolution 3D fracture models. Ultimately, data from all scales are integrated into a coupled Thermo-Hydro-Mechanical (THM) model to optimize reservoir productivity and enhance public acceptance through improved risk communication. We present initial results from these multi-scale efforts.