Regional photovoltaic (PV) power prediction plays an important role in power system planning and operation. To effectively improve the performance of prediction intervals (PIs) for very short-term regional PV outputs, an efficient nonparametric probabilistic prediction method based on granule-based clustering (GC) and direct optimization programming (DOP) is proposed. First, GC is proposed to formulate and cluster the sample granules consisting of numerical weather prediction (NWP) and historical regional output data, for the enhanced hierarchical clustering performance. Then, to improve the accuracy of samples’ utilization, an unbalanced extension is used to reconstruct the training samples consisting of power time series. After that, DOP is applied to quantify the output weights based on the optimal overall performance. Meanwhile, a balance coefficient is studied for the enhanced reliability of PIs. Finally, the proposed method is validated through multistep PIs based on the numerical comparison of real PV generation data.