The increasing penetration of photovoltaic (PV) and hydroelectric power generation and their coupling uncertainties have brought great challenges to multi-energy’s coordinated dispatch. Traditional methods such as stochastic optimization (SO) and robust optimization (RO) are not feasible due to the unavailability of accurate probability density function (PDF) and over-conservative decisions. This limits the operational efficiency of the clean energies in cascaded hydropower and PV-enriched areas. Based on data-driven distributionally robust optimization (DRO) theory, this paper tailors a joint optimization dispatching method for a cascaded hydro-PV-pumped storage combined system. Firstly, a two-step model for a Distributed Renewable Optimization (DRO) dispatch is developed to create the daily dispatch plan, taking into account the system’s complementary economic dispatch cost. Furthermore, the inclusion of a complementary norm constraint is implemented to restrict the confidence set of the probability distribution. This aims to identify the optimal adjustment scheme for the day-ahead dispatch schedule, considering the adjustment cost associated with real-time operations under the most unfavorable distribution conditions. Utilizing the MPSP framework, the Column and Constraint Generation (CCG) algorithm is employed to resolve the two-stage dispatch model. The optimal dispatch schedule is then produced by integrating the daily dispatch plan with the adjustive dispatch scheme. Finally, the numerical dispatch results obtained from an actual demonstration area substantiate the effectiveness and efficiency of the proposed methodology.