Critical power for small-scale self-focusing (SSSF) of Gaussian beam is studied by both theoretical analysis and numerical simulation. It is found that the initial modulation amplitude affects the critical power for SSSF of Gaussian beam. Generally, critical power of Gaussian beam deviding into filaments decreases with the increase of initial modulation amplitude, and it increases with the decrease of initial modulation amplitude. When the input power of Gaussian beam is higher than the critical power of whole beam self-focusing but lower than the critical power of SSSF, the Gaussian beam collapses into a single spot as the laser beam propagates in nonlinear media. When the initial input power of Gaussian beam is higher than the critical power of SSSF, the Gaussian beam divides into many high strength filaments as the laser beam propagates in nonlinear media. As for the nonlinear propagation process of Gaussian beam, there is a competition between the whole beam self-focusing and SSSF, and the result of the competition is determined by the initial parameters of Gaussian beam.