Nanoparticle clusters are promising candidates for developing functional materials. However, it is still a challenging task to fabricate them in a predictable and controllable way, which requires investigation of the possible mechanisms underlying cluster formation at the nanoscale. By constructing Markov state models (MSMs) at the microstate level, we find that for highly dispersed particles to form a highly aggregated cluster, there are multiple coexisting pathways, which correspond to direct aggregation, or pathways that need to pass through partially aggregated, intermediate states. Varying the range of attraction between nanoparticles is found to significantly affect pathways. As the attraction range becomes narrower, compared to direct aggregation, some pathways that need to pass through partially aggregated intermediate states become more competitive. In addition, from MSMs constructed at the macrostate level, the aggregation rate is found to be counterintuitively lower with a lower free-energy barrier, which is also discussed.