Due to the PI control system for VSC-HVDC has problems of parameters difficult to set, too many control users, and so on, a novel controller composed of PID function and multiple-output ANFIS (PID-ANFIS) is presented, which is made up of neural network, two order fuzzy control and PID control. A treble cooperative PSO (TCPSO) is also presented to optimize PID-ANFIS controller’s neural parameters. TCPSO is forged by harmonizing the grouping cooperation, the dimension-reduced cooperation and memory cooperation, which is able to improve the precision of optimizing neural networks. This paper provides the process of PID-ANFIS parameters training by TCPSO. Then, the TCPSO based PID-ANFIS controller performs the function of direct power control. The simulation results show that the controller presented has significant advantages of faster speed, smaller overshoot and better robustness by comparing to PI and it is a viable choice for VSC-HVDC control system.