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Accurate photovoltaic (PV) power forecast is crucial for carbon neutrality. Current researches on PV power forecast mainly focus on using temporal information from single PV station, and the spatial information in multiple PV power stations are often neglected. To address this problem, this paper introduces Moran index to verify the spatial autocorrelation of PV power for the first time, uses Granger causality test and transfer entropy to reveal the spatial information gain in PV power forecast for the first time, and proposes a novel spatial–temporal probabilistic PV forecast method using deep Graph Gated Recurrent Unit (GraphGRU) network-based spatial–temporal multi-task learning and Kernel Density Estimation (KDE). Deep GraphGRU combines the advantages of Graph Convolutional Network (GCN) in spatial feature extraction and the advantages of Gated Recurrent Unit (GRU) network in temporal feature extraction, and thus has strong ability to extract spatial–temporal information in historical data of multiple different PV power stations. Through GraphGRU, temporal dependency information extracted from historical data of multiple PV stations can promote each other to improve the forecast accuracy of each PV stations. KDE is used for estimating the joint probabilistic density function and giving the spatial–temporal probabilistic confidence interval of PV power. Experiments were performed in the five-year actual PV power data from 11 provinces of Belgium and the three-year solar irradiation data from 12 places in China to verify the superiorities of the proposed method. Comparison with conventional spatial–temporal and temporal forecast methods show that the proposed GraphGRU-based spatial–temporal forecast method can extract the spatial–temporal information from multiple PV power stations well and significantly outperform conventional temporal forecast methods. [ABSTRACT FROM AUTHOR]