We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to describe the distribution of information amongst scales, and how one can use it to isolate the injection, inertial and dissipative ranges, in perfect agreement with the Batchelor model and with a fBM model. In a second stage, we design a conditioning procedure in order to finely probe the asymmetries in the statistics that are responsible for the energy cascade. Our approach is very generic and can be applied to any multiscale complex system.