Knowledge discovery in multi-dimensional data is a challenging problem in engineering design. For example, in trade space exploration of large design data sets, designers need to select a subset of data of interest and examine data from different data dimensions and within data clusters at different granularities. This exploration is a process that demands both humans, who can heuristically decide what data to explore and how best to explore it, and computers, which can quickly identify features that may be of interest in the data. Thus, to support this process of knowledge discovery, we need tools that go beyond traditional computer-oriented optimization approaches to support advanced designer-centered trade space exploration and data interaction. This paper is an effort to address this need. In particular, we propose the Interactive Multi-Scale Nested Clustering and Aggregation (iMSNCA) framework to support trade space exploration of multi-dimensional data common to design optimization. A system prototype of this framework is implemented to allow users to visually examine large design data sets through interactive data clustering, aggregation, and visualization. The paper also presents a case study involving morphing wing design using this prototype system. By using visual tools during trade space exploration, this research suggests a new approach to support knowledge discovery in engineering design by assisting diverse user tasks, by externalizing important characteristics of data sets, and by facilitating complex user interactions with data.